메뉴 건너뛰기
Econometric Theory
Volumn 12, Issue 3, 1996, Pages 432-457
Dynamic regression and filtered data series
Author keywords

[No Author keywords available]
Indexed keywords

EID: 18544387482     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006800     Document Type: Article
Times cited : (2)
References (11)
  • 1
    • 0000305808 scopus 로고
    • Exactly unbiased estimation of first order autoregressive/unit root models
    • Andrews, D.W.K. (1993) Exactly unbiased estimation of first order autoregressive/unit root models. Econometrica 61, 139-166.
    • (1993) Econometrica , vol.61 , pp. 139-166
    • Andrews, D.W.K.1
  • 2
    • 0041150698 scopus 로고
    • On some properties of X-11 symmetric linear filters
    • Statistical Research Division, U.S. Bureau of the Census
    • Bell, W.R. (1992) On Some Properties of X-11 Symmetric Linear Filters. Discussion paper, Statistical Research Division, U.S. Bureau of the Census.
    • (1992) Discussion Paper
    • Bell, W.R.1
  • 3
    • 0003278493 scopus 로고
    • Saddle point approximation for the studentized mean, with an application to the bootstrap
    • Daniels, H.E. & G.A. Young (1991) Saddle point approximation for the studentized mean, with an application to the bootstrap. Biometrika 78, 169-179.
    • (1991) Biometrika , vol.78 , pp. 169-179
    • Daniels, H.E.1    Young, G.A.2
  • 4
    • 85041932786 scopus 로고
    • Numerical inversion of a characteristic function
    • Davies, R.B. (1973) Numerical inversion of a characteristic function. Biometrika 60, 415-417.
    • (1973) Biometrika , vol.60 , pp. 415-417
    • Davies, R.B.1
  • 5
    • 0000165178 scopus 로고
    • Exact moments of the sample autocorrelations from series generated by general ARMA processes of order (p,d,q), d = 0 or 1
    • De Gooijer, J.G. (1980) Exact moments of the sample autocorrelations from series generated by general ARMA processes of order (p,d,q), d = 0 or 1. Journal of Econometrics 14, 365-379.
    • (1980) Journal of Econometrics , vol.14 , pp. 365-379
    • De Gooijer, J.G.1
  • 6
    • 0011024305 scopus 로고
    • Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
    • DiCiccio, T.J. & A.M. Martin (1991) Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference. Biometrika 78, 891-902.
    • (1991) Biometrika , vol.78 , pp. 891-902
    • DiCiccio, T.J.1    Martin, A.M.2
  • 8
    • 38149147786 scopus 로고
    • Testing for unit roots in seasonal time series - Some theoretical extensions and a Monte Carlo investigation
    • Ghysels, E., H.S. Lee, & J. Noh (1994b) Testing for unit roots in seasonal time series - Some theoretical extensions and a Monte Carlo investigation. Journal of Econometrics 62, 415-442.
    • (1994) Journal of Econometrics , vol.62 , pp. 415-442
    • Ghysels, E.1    Lee, H.S.2    Noh, J.3
  • 9
    • 0002340768 scopus 로고
    • The effect of seasonal adjustment filters on tests for a unit root
    • Ghysels, E. & P. Perron (1993) The effect of seasonal adjustment filters on tests for a unit root. Journal of Econometrics 55, 57-99.
    • (1993) Journal of Econometrics , vol.55 , pp. 57-99
    • Ghysels, E.1    Perron, P.2
  • 10
    • 0001920287 scopus 로고
    • Seasonality and approximation errors in rational expectations models
    • Hansen, L.P. & T.J. Sargent (1993) Seasonality and approximation errors in rational expectations models. Journal of Econometrics 55, 21-56.
    • (1993) Journal of Econometrics , vol.55 , pp. 21-56
    • Hansen, L.P.1    Sargent, T.J.2
  • 11
    • 0042196310 scopus 로고
    • Finite sample analysis of the ARMAX models
    • Hoque, A. & T.A. Peters (1986) Finite sample analysis of the ARMAX models. Sankhya B(48), 266-283.
    • (1986) Sankhya , vol.B , Issue.48 , pp. 266-283
    • Hoque, A.1    Peters, T.A.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.