메뉴 건너뛰기




Volumn 24, Issue 1, 2016, Pages 31-41

Treating time with all due seriousness

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84963543415     PISSN: 10471987     EISSN: 14764989     Source Type: Journal    
DOI: 10.1093/pan/mpv031     Document Type: Article
Times cited : (56)

References (21)
  • 1
    • 0003672613 scopus 로고
    • Cox and Reid's modification in regression models with correlated errors
    • Department of Statistics, North Carolina State University, Raleigh
    • An, S., and P. Bloomfield. 1993. Cox and Reid's modification in regression models with correlated errors. Department of Statistics, North Carolina State University, Raleigh.
    • (1993)
    • An, S.1    Bloomfield, P.2
  • 2
    • 2442695245 scopus 로고    scopus 로고
    • What you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type models
    • Babyak, Michael A. 2004. What you see may not be what you get: A brief, nontechnical introduction to overfitting in regression-type models. Psychosomatic Medicine 663:411-21.
    • (2004) Psychosomatic Medicine , vol.66 , Issue.3 , pp. 411-421
    • Babyak, M.A.1
  • 3
    • 30244493399 scopus 로고    scopus 로고
    • Long memory processes and fractional integration in econometrics
    • Baillie, Richard T. 1996. Long memory processes and fractional integration in econometrics. Journal of Econometrics 731:5-59.
    • (1996) Journal of Econometrics , vol.73 , Issue.1 , pp. 5-59
    • Baillie, R.T.1
  • 4
    • 0003582520 scopus 로고
    • Integration, error correction, and the econometric analysis of non-stationary data
    • Oxford: Oxford University Press
    • Bannerjee, Anindya, Juan Dolado, John W. Galbraith, and David F. Hendry. 1993. Integration, error correction, and the econometric analysis of non-stationary data. Oxford: Oxford University Press.
    • (1993)
    • Bannerjee, A.1    Dolado, J.2    Galbraith, J.W.3    Hendry, D.F.4
  • 5
    • 77957179238 scopus 로고
    • Comparing dynamic specifications: The case of presidential approval
    • Beck, Nathaniel. 1991. Comparing dynamic specifications: The case of presidential approval. Political Analysis 3:27-50.
    • (1991) Political Analysis , vol.3 , pp. 27-50
    • Beck, N.1
  • 6
    • 33644532899 scopus 로고    scopus 로고
    • An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
    • Bhardwaj, Geetesh, and Norman R. Swanson. 2006. An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series. Journal of Econometrics 1311:539-78.
    • (2006) Journal of Econometrics , vol.131 , Issue.1 , pp. 539-578
    • Bhardwaj, G.1    Swanson, N.R.2
  • 7
    • 0004024471 scopus 로고
    • Estimation and inference in econometrics
    • New York: Oxford University Press
    • Davidson, Russell, and James G. MacKinnon. 1993. Estimation and inference in econometrics. New York: Oxford University Press.
    • (1993)
    • Davidson, R.1    MacKinnon, J.G.2
  • 9
    • 0001418135 scopus 로고    scopus 로고
    • Long memory and regime switching
    • Diebold, Francis X., and Atsushi Inoue. 2001. Long memory and regime switching. Journal of Econometrics 1051:131-59.
    • (2001) Journal of Econometrics , vol.105 , Issue.1 , pp. 131-159
    • Diebold, F.X.1    Inoue, A.2
  • 11
    • 33745947502 scopus 로고    scopus 로고
    • Aspects of research strategies for time series analysis
    • Presentation to the Conference on New Developments in Time Series Economics, Yale University
    • Granger, Clive W. J. 1999. Aspects of research strategies for time series analysis. Presentation to the Conference on New Developments in Time Series Economics, Yale University.
    • (1999)
    • Granger, C.W.J.1
  • 12
    • 0004016143 scopus 로고    scopus 로고
    • Occasional structural breaks and long memory
    • Department of Economics, UCSD
    • Granger, Clive W. J., and Namwon Hyung. 1999. Occasional structural breaks and long memory. Department of Economics, UCSD.
    • (1999)
    • Granger, C.W.J.1    Hyung, N.2
  • 13
    • 0033176771 scopus 로고    scopus 로고
    • Maximum likelihood estimators for ARMA and ARFIMA models: A Monte Carlo study
    • Hauser, Michael A. 1999. Maximum likelihood estimators for ARMA and ARFIMA models: A Monte Carlo study. Journal of Statistical Planning and Inference 801:229-55.
    • (1999) Journal of Statistical Planning and Inference , vol.80 , Issue.1 , pp. 229-255
    • Hauser, M.A.1
  • 14
    • 0004272962 scopus 로고
    • Dynamic econometrics
    • Oxford: Oxford University Press
    • Hendry, David F. 1995. Dynamic econometrics. Oxford: Oxford University Press.
    • (1995)
    • Hendry, D.F.1
  • 15
    • 33645157857 scopus 로고    scopus 로고
    • Dynamic models for dynamic theories: The ins and outs of lagged dependent variables
    • Keele, Luke J., and Nathan J. Kelly. 2006. Dynamic models for dynamic theories: The ins and outs of lagged dependent variables. Political Analysis 14:186-205.
    • (2006) Political Analysis , vol.14 , pp. 186-205
    • Keele, L.J.1    Kelly, N.J.2
  • 16
    • 84963599088 scopus 로고    scopus 로고
    • Replication data for: Treating time With all due seriousness
    • Havard Dataverse, V1
    • Keele, Luke J., Suzanna Linn, and Clayton McLaughlin Webb. 2016. Replication data for: Treating time With all due seriousness. http://dx.doi.org/10.7910/DVN/KD4MXV, Havard Dataverse, V1.
    • (2016)
    • Keele, L.J.1    Linn, S.2    Webb, C.M.3
  • 17
    • 0033988349 scopus 로고    scopus 로고
    • You must remember this: Dealing with long memory in political analyses
    • Lebo, Matthew J., Robert W. Walker, and Harold D. Clarke. 2000. You must remember this: Dealing with long memory in political analyses. Electoral Studies 191:31-48.
    • (2000) Electoral Studies , vol.19 , Issue.1 , pp. 31-48
    • Lebo, M.J.1    Walker, R.W.2    Clarke, H.D.3
  • 18
    • 21344446855 scopus 로고
    • Gaussian semiparametric estimator of long range dependence
    • Robinson, P. M. 1995. Gaussian semiparametric estimator of long range dependence. Annals of Statistics 23:1630-61.
    • (1995) Annals of Statistics , vol.23 , pp. 1630-1661
    • Robinson, P.M.1
  • 19
    • 44049120475 scopus 로고
    • Modeling long-run behavior with the fractional ARIMA model
    • Sowell, Fallaw. 1992. Modeling long-run behavior with the fractional ARIMA model. Journal of Monetary Economics 292:277-302.
    • (1992) Journal of Monetary Economics , vol.29 , Issue.2 , pp. 277-302
    • Sowell, F.1
  • 20
    • 84899623960 scopus 로고    scopus 로고
    • Stata 13 base reference manual
    • College Station, TX: Stata Press
    • StataCorp. 2013. Stata 13 base reference manual. College Station, TX: Stata Press.
    • (2013)
  • 21
    • 84963574103 scopus 로고    scopus 로고
    • Persistence and anti-persistence: Theory and software
    • Thesis format: Monograph, PhD thesis, Western University London
    • Veenstra, Justin. 2013. Persistence and anti-persistence: Theory and software (Thesis format: Monograph), PhD thesis, Western University London.
    • (2013)
    • Veenstra, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.