-
2
-
-
0001211603
-
Estimation and inference in nonlinear structural models
-
BERNDT, E. R., HALL, B. H., HALL, B. E. & HAUSMAN, J. A. (1974) Estimation and inference in nonlinear structural models, Annals of Economic and Social Measurement, 4, pp. 653-665.
-
(1974)
Annals of Economic and Social Measurement
, vol.4
, pp. 653-665
-
-
Berndt, E.R.1
Hall, B.H.2
Hall, B.E.3
Hausman, J.A.4
-
3
-
-
0018019756
-
Monitoring sewage treatment plants: Some quality control aspects
-
BERTHOUEX, P. M., HUNTER, W. G. & PALLESEN, L. (1978) Monitoring sewage treatment plants: Some quality control aspects, Journal of Quality Technology, 10, pp. 139-149.
-
(1978)
Journal of Quality Technology
, vol.10
, pp. 139-149
-
-
Berthouex, P.M.1
Hunter, W.G.2
Pallesen, L.3
-
4
-
-
42449156579
-
Generalized autoregressive conditional heteroscedasticity
-
BOLLERSLEV, T. (1986) Generalized autoregressive conditional heteroscedasticity, Journal of Econometrics, 31, pp. 307-327.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
5
-
-
34848900983
-
ARCH models in finance: A review of theory and evidence
-
BOLLERSLEV, T., CHOU, Y. & KRONER, K. F. (1992) ARCH models in finance: A review of theory and evidence, Journal of Econometrics, 52, pp. 5-59.
-
(1992)
Journal of Econometrics
, vol.52
, pp. 5-59
-
-
Bollerslev, T.1
Chou, Y.2
Kroner, K.F.3
-
6
-
-
70350121603
-
ARCH models
-
R. F. ENGLE & D. MCFADDEN (Eds), Chapter 49, (Amsterdam, North-Holland)
-
BOLLERSLEV, T., ENGLE, R. F. & NELSON, D. B. (1993) ARCH models. In: R. F. ENGLE & D. MCFADDEN (Eds), Handbook of Econometrics, Vol. 4, Chapter 49, pp. 2959-3038 (Amsterdam, North-Holland).
-
(1993)
Handbook of Econometrics
, vol.4
, pp. 2959-3038
-
-
Bollerslev, T.1
Engle, R.F.2
Nelson, D.B.3
-
7
-
-
0003410292
-
-
Englewood Cliffs, NJ, Prentice Hall
-
BOX, G. E. P., JENKINS, G. M. & REINSEL, G. C. (1994) Time Series Analysis: Forecasting and Control (Englewood Cliffs, NJ, Prentice Hall).
-
(1994)
Time Series Analysis: Forecasting and Control
-
-
Box, G.E.P.1
Jenkins, G.M.2
Reinsel, G.C.3
-
8
-
-
0001534440
-
The determinants of manufacturing inventories in the UK
-
CUTHBERTSON, K. & GASPARRO, D. (1993) The determinants of manufacturing inventories in the UK, The Economic Journal, 103, pp. 1479-1492.
-
(1993)
The Economic Journal
, vol.103
, pp. 1479-1492
-
-
Cuthbertson, K.1
Gasparro, D.2
-
9
-
-
38249010382
-
Some recent developments in non-linear time series modeling, testing, and forecasting
-
DE GOOIJER, J. G. & KUMAR, K. (1992) Some recent developments in non-linear time series modeling, testing, and forecasting, International Journal of Forecasting, 8, pp. 135-156.
-
(1992)
International Journal of Forecasting
, vol.8
, pp. 135-156
-
-
De Gooijer, J.G.1
Kumar, K.2
-
10
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation
-
ENGLE, R. F. (1982) Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation, Econometrica, 50, pp. 987-1007.
-
(1982)
Econometrica
, vol.50
, pp. 987-1007
-
-
Engle, R.F.1
-
11
-
-
0026108817
-
Statistical process control procedures for correlated observations
-
HARRIS, T. J. & ROSS, W. H. (1991) Statistical process control procedures for correlated observations, The Canadian Journal of Chemical Engineering, 69, pp. 48-57.
-
(1991)
The Canadian Journal of Chemical Engineering
, vol.69
, pp. 48-57
-
-
Harris, T.J.1
Ross, W.H.2
-
13
-
-
0025387954
-
Exponentially weighted moving average control schemes: Properties and enhancements
-
LUCAS, J. M. & SACCUCCI, M. S. (1990) Exponentially weighted moving average control schemes: Properties and enhancements, Technometrics, 32, pp. 1-12.
-
(1990)
Technometrics
, vol.32
, pp. 1-12
-
-
Lucas, J.M.1
Saccucci, M.S.2
-
14
-
-
0000641348
-
Stationarity and persistence in the GARCH(1,1) model
-
NELSON, D. B. (1990) Stationarity and persistence in the GARCH(1,1) model, Technometrics, 32, pp. 1-12.
-
(1990)
Technometrics
, vol.32
, pp. 1-12
-
-
Nelson, D.B.1
-
15
-
-
84950430713
-
Estimating continuous-time processes subject to time deformation
-
STOCK, J. H. (1988) Estimating continuous-time processes subject to time deformation, Journal of the American Statistical Association, 83, pp. 77-85.
-
(1988)
Journal of the American Statistical Association
, vol.83
, pp. 77-85
-
-
Stock, J.H.1
-
16
-
-
84979455306
-
Some advances in non-linear and adaptive modeling in time-series
-
TIAO, G. C. & TSAY, R. S. (1994) Some advances in non-linear and adaptive modeling in time-series, Journal of Forecasting, 13, pp. 109-131.
-
(1994)
Journal of Forecasting
, vol.13
, pp. 109-131
-
-
Tiao, G.C.1
Tsay, R.S.2
-
18
-
-
84952149041
-
Run-length distributions of special-cause control charts for correlated processes
-
WARDELL, D. G., MOSKOWITZ, H. & PLANTE, R. D. (1994) Run-length distributions of special-cause control charts for correlated processes, Technometrics, 36, pp. 3-27.
-
(1994)
Technometrics
, vol.36
, pp. 3-27
-
-
Wardell, D.G.1
Moskowitz, H.2
Plante, R.D.3
-
20
-
-
0002513317
-
ARCH and bilinear time series models: Comparison and combination
-
WEISS, A. A. (1986) ARCH and bilinear time series models: Comparison and combination. Journal of Business & Economic Statistics, 4, pp. 59-70.
-
(1986)
Journal of Business & Economic Statistics
, vol.4
, pp. 59-70
-
-
Weiss, A.A.1
|