| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Consistent Test for a Unit Root |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
667 |
| A Multiple Decision Theory Analysis of Structural Stability in Regression |
0 |
0 |
0 |
9 |
1 |
3 |
10 |
38 |
| A Parametric approach to testing the null of cointegration |
0 |
0 |
0 |
1 |
1 |
1 |
8 |
13 |
| A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION |
0 |
0 |
0 |
25 |
2 |
2 |
6 |
94 |
| A Sequential Approach to Testing for Structural Change in Econometric Models |
0 |
0 |
0 |
0 |
4 |
50 |
56 |
166 |
| A Simple Test for Cointegration |
0 |
0 |
0 |
4 |
2 |
3 |
12 |
1,810 |
| A simple test for parameter constancy in a nonlinear time series regression model |
0 |
0 |
0 |
12 |
1 |
2 |
8 |
63 |
| An extension of Anderson's multiple decision procedure |
0 |
0 |
0 |
6 |
1 |
1 |
10 |
44 |
| Analysis of low count time series data by poisson autoregression |
0 |
0 |
1 |
258 |
4 |
4 |
12 |
678 |
| Approximate Bayesian forecasting |
0 |
0 |
1 |
14 |
1 |
1 |
13 |
61 |
| Assessing Persistence In Discrete Nonstationary Time‐Series Models |
0 |
0 |
0 |
40 |
4 |
4 |
12 |
168 |
| Asymptotic properties of CLS estimators in the Poisson AR(1) model |
0 |
0 |
1 |
38 |
2 |
72 |
84 |
235 |
| Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series |
0 |
0 |
0 |
14 |
2 |
2 |
9 |
59 |
| Bayesian predictions of low count time series |
0 |
0 |
0 |
58 |
2 |
2 |
13 |
195 |
| Can Economic Time Series Be Differenced to Stationarity? |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
393 |
| DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5 |
0 |
0 |
1 |
32 |
1 |
1 |
10 |
92 |
| Distributions You Can Count On …But What’s the Point? |
0 |
0 |
0 |
2 |
0 |
0 |
7 |
29 |
| Efficient probabilistic forecasts for counts |
0 |
0 |
0 |
0 |
2 |
2 |
12 |
71 |
| Forecasting discrete valued low count time series |
0 |
0 |
3 |
164 |
3 |
3 |
19 |
362 |
| Is MORE LESS? The role of data augmentation in testing for structural breaks |
0 |
0 |
0 |
13 |
0 |
1 |
12 |
46 |
| MODIFIED KPSS TESTS FOR NEAR INTEGRATION |
0 |
0 |
0 |
24 |
2 |
2 |
12 |
95 |
| Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes |
0 |
0 |
0 |
56 |
1 |
3 |
14 |
137 |
| Misspecification tests in econometrics based on ranks |
0 |
0 |
0 |
24 |
3 |
4 |
12 |
102 |
| Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach |
0 |
0 |
0 |
86 |
0 |
1 |
10 |
192 |
| Modified Stationarity Tests with Data-Dependent Model-Selection Rules |
0 |
0 |
0 |
0 |
4 |
4 |
13 |
265 |
| Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models |
0 |
0 |
0 |
11 |
1 |
2 |
6 |
73 |
| ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT |
0 |
0 |
0 |
19 |
1 |
1 |
9 |
60 |
| On the moments of certain stochastic integrals |
0 |
0 |
0 |
11 |
1 |
4 |
8 |
46 |
| Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence |
0 |
0 |
0 |
37 |
0 |
0 |
12 |
133 |
| SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT |
0 |
0 |
0 |
2 |
1 |
2 |
10 |
17 |
| SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE |
0 |
0 |
0 |
24 |
0 |
1 |
5 |
79 |
| Score statistics for testing serial dependence in count data |
0 |
0 |
0 |
24 |
3 |
4 |
12 |
78 |
| Some applications for Basil's independence theorem in testing econometric models |
0 |
0 |
0 |
0 |
4 |
4 |
7 |
11 |
| Stochastic cointegration: estimation and inference |
0 |
1 |
1 |
165 |
2 |
3 |
7 |
369 |
| Structural Change and the Problem of Phantom Break Locations |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
19 |
| TESTING FOR LONG MEMORY |
0 |
0 |
0 |
26 |
2 |
2 |
14 |
81 |
| Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
225 |
| Testing for parameter constancy in non-Gaussian time series |
0 |
0 |
0 |
8 |
1 |
1 |
6 |
34 |
| Testing regression models for random effects outliers under elliptical symmetry |
0 |
0 |
0 |
9 |
3 |
3 |
7 |
55 |
| Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals |
1 |
1 |
3 |
9 |
3 |
5 |
33 |
60 |
| Tests for the Severity of Multicollinearity in Regression Analysis: A Comment |
0 |
0 |
1 |
179 |
2 |
2 |
11 |
635 |
| The independence of tests for structural change in regression models |
0 |
0 |
0 |
16 |
3 |
5 |
11 |
71 |
| Total Journal Articles |
1 |
2 |
12 |
1,420 |
73 |
210 |
560 |
8,121 |
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