Time Series and Econometric Modelling
Latest Publications

TOTAL DOCUMENTS

25

(FIVE YEARS 0)

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3

(FIVE YEARS 0)

Published By Springer Netherlands

9789401086240, 9789400947900

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Predicting Demands in a Multi-Item Environment

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_7 ◽

1987 ◽

pp. 91-99

Author(s):

Yer Hui ◽

Wai Keung Li

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Bootstrapping and Forecast Uncertainty: A Monte Carlo Analysis

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_24 ◽

1987 ◽

pp. 373-384 ◽

Cited By ~ 1

Author(s):

Michael R. Veall

Keyword(s):

Monte Carlo ◽

Monte Carlo Analysis ◽

Forecast Uncertainty

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The Approximate Moments of the 3SLS Reduced Form Estimator and a MELO Combination of OLS-3SLS for Prediction

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_23 ◽

1987 ◽

pp. 359-371

Author(s):

Esfandiar Maasoumi

Keyword(s):

Reduced Form ◽

Approximate Moments

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Some Reflections on the Modelling of Time Series

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_2 ◽

1987 ◽

pp. 13-28

Author(s):

Hirotugu Akaike

Keyword(s):

Time Series

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On Some ECF Procedures for Testing Independence

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_14 ◽

1987 ◽

pp. 189-206 ◽

Cited By ~ 1

Author(s):

Andrey Feuerverger

Keyword(s):

Testing Independence

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Monthly versus Annual Revisions of Concurrent Seasonally Adjusted Series

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_11 ◽

1987 ◽

pp. 131-146 ◽

Cited By ~ 1

Author(s):

Estela Bee Dagum

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A Walsh-Fourier Approach to the Analysis of Binary Time Series

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_12 ◽

1987 ◽

pp. 147-163

Author(s):

D. S. Stoffer ◽

T. Panchalingam

Keyword(s):

Time Series ◽

Binary Time Series

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On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_17 ◽

1987 ◽

pp. 235-251

Author(s):

Victoria Zinde-Walsh ◽

Aman Ullah

Keyword(s):

Regression Models ◽

Error Distributions ◽

Linear Restrictions

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Fractional Matrix Calculus and the Distribution of Multivariate Tests

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_16 ◽

1987 ◽

pp. 219-234 ◽

Cited By ~ 3

Author(s):

Peter C. B. Phillips

Keyword(s):

Multivariate Tests ◽

Matrix Calculus

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Smoothness in Regression: Asymptotic Considerations

Time Series and Econometric Modelling ◽

10.1007/978-94-009-4790-0_4 ◽

1987 ◽

pp. 47-64

Author(s):

Timo Teräsvirta

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