Spanos, Aris; Phillips, Peter C. B. Obituary: Phoebus J. Dhrymes (1932–2016). (English) Zbl 1372.01062 Econom. Theory 33, No. 5, 1039-1045 (2017). MSC: 01A70 PDF BibTeX XML Cite \textit{A. Spanos} and \textit{P. C. B. Phillips}, Econom. Theory 33, No. 5, 1039--1045 (2017; Zbl 1372.01062) Full Text: DOI
Karabutov, N. N.; Feklin, V. G. Adaptive identification of systems with distributed lags. (English. Russian original) Zbl 1343.93027 J. Math. Sci., New York 216, No. 5, 649-666 (2016); translation from Sovrem. Mat. Prilozh. 95 (2015). MSC: 93B30 93C40 93C55 93B40 PDF BibTeX XML Full Text: DOI
Zoia, Maria Grazia; Barbieri, Laura A short-cut derivation for the solution of autoregressive models from sharp algebraic arguments. (English) Zbl 1284.62580 Commun. Stat., Theory Methods 41, No. 19-20, 3704-3721 (2012). MSC: 62M10 PDF BibTeX XML Cite \textit{M. G. Zoia} and \textit{L. Barbieri}, Commun. Stat., Theory Methods 41, No. 19--20, 3704--3721 (2012; Zbl 1284.62580) Full Text: DOI
Phillips, Peter C. B. Bootstrapping I(1) data. (English) Zbl 1431.62412 J. Econom. 158, No. 2, 280-284 (2010). MSC: 62M10 62E20 62G09 62P20 PDF BibTeX XML Cite \textit{P. C. B. Phillips}, J. Econom. 158, No. 2, 280--284 (2010; Zbl 1431.62412) Full Text: DOI
Andreou, Elena; Ghysels, Eric; Kourtellos, Andros Regression models with mixed sampling frequencies. (English) Zbl 1431.62580 J. Econom. 158, No. 2, 246-261 (2010). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{E. Andreou} et al., J. Econom. 158, No. 2, 246--261 (2010; Zbl 1431.62580) Full Text: DOI
Durlauf, Steven (ed.) Editorial introduction. (English) Zbl 1431.00039 J. Econom. 158, No. 2, 175-176 (2010). MSC: 00B25 62-06 62P20 01A70 00B15 PDF BibTeX XML Cite \textit{S. Durlauf} (ed.), J. Econom. 158, No. 2, 175--176 (2010; Zbl 1431.00039) Full Text: DOI
Zoia, Maria Grazia Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results. (English) Zbl 1210.15004 J. Interdiscip. Math. 12, No. 4, 475-498 (2009). MSC: 15A09 PDF BibTeX XML Cite \textit{M. G. Zoia}, J. Interdiscip. Math. 12, No. 4, 475--498 (2009; Zbl 1210.15004) Full Text: DOI
Linton, Oliver B.; Mammen, Enno Nonparametric transformation to white noise. (English) Zbl 1418.62337 J. Econom. 142, No. 1, 241-264 (2008). MSC: 62M10 62G07 62G08 62G20 62P20 PDF BibTeX XML Cite \textit{O. B. Linton} and \textit{E. Mammen}, J. Econom. 142, No. 1, 241--264 (2008; Zbl 1418.62337) Full Text: DOI
Ghysels, Eric; Sinko, Arthur; Valkanov, Rossen MIDAS regressions: further results and new directions. (English) Zbl 1108.62092 Econ. Rev. 26, No. 1, 53-90 (2007). MSC: 62M10 62P05 62J02 PDF BibTeX XML Cite \textit{E. Ghysels} et al., Econ. Rev. 26, No. 1, 53--90 (2007; Zbl 1108.62092) Full Text: DOI
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen Predicting volatility: getting the most out of return data sampled at different frequencies. (English) Zbl 1337.62363 J. Econom. 131, No. 1-2, 59-95 (2006). MSC: 62P20 91G70 PDF BibTeX XML Cite \textit{E. Ghysels} et al., J. Econom. 131, No. 1--2, 59--95 (2006; Zbl 1337.62363) Full Text: DOI
Brännäs, Kurt; Hall, Andreia Estimation in integer-valued moving average models. (English) Zbl 0979.62066 Appl. Stoch. Models Bus. Ind. 17, No. 3, 277-291 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 62M10 65C05 91B84 PDF BibTeX XML Cite \textit{K. Brännäs} and \textit{A. Hall}, Appl. Stoch. Models Bus. Ind. 17, No. 3, 277--291 (2001; Zbl 0979.62066) Full Text: DOI
Amirkhalkhali, Saleh; Rao, U. L. Gouranga; Amirkhalkhali, Samad On the reliability of quasi-t-statistics: Some Monte Carlo results. (English) Zbl 0729.62513 Math. Comput. Modelling 14, 1164-1169 (1990). MSC: 65C05 PDF BibTeX XML Cite \textit{S. Amirkhalkhali} et al., Math. Comput. Modelling 14, 1164--1169 (1990; Zbl 0729.62513) Full Text: DOI
Godfrey, L. G.; Tremayne, A. R. Checks of model adequacy for univariate time series models and their application to econometric relationships (with comments by A. K. Bera and P. Newbold, M. McAleer, J. Geweke and reply). (English) Zbl 0718.62201 Econ. Rev. 7, No. 1, 1-64 (1988). MSC: 62M10 62P20 62F03 PDF BibTeX XML Cite \textit{L. G. Godfrey} and \textit{A. R. Tremayne}, Econ. Rev. 7, No. 1, 1--64 (1988; Zbl 0718.62201) Full Text: DOI
Fomby, Thomas B. Small sample efficiency gains from a first observation correction for Hatanaka’s estimator of the lagged dependent variable-serial correlation regression model. (English) Zbl 0657.62129 Commun. Stat., Simulation Comput. 16, 551-570 (1987). MSC: 62P20 62F10 62J05 PDF BibTeX XML Cite \textit{T. B. Fomby}, Commun. Stat., Simulation Comput. 16, 551--570 (1987; Zbl 0657.62129) Full Text: DOI
Lii, Keh-Shin Transfer function model order and parameter estimation. (English) Zbl 0573.62088 J. Time Ser. Anal. 6, 153-169 (1985). Reviewer: T.Cipra MSC: 62M15 62M10 62E20 62F10 PDF BibTeX XML Cite \textit{K.-S. Lii}, J. Time Ser. Anal. 6, 153--169 (1985; Zbl 0573.62088) Full Text: DOI
Polasek, Wolfgang Local resistance in distributed lag models. (English) Zbl 0512.62112 Stat. Hefte, Neue Folge 23, 44-51 (1982). MSC: 62P20 91B84 PDF BibTeX XML Cite \textit{W. Polasek}, Stat. Hefte, Neue Folge 23, 44--51 (1982; Zbl 0512.62112) Full Text: DOI
Pagano, Marcello; Hartley, Michael J. On fitting distributed lag models subject to polynomial restrictions. (English) Zbl 0471.62109 J. Econom. 16, 171-198 (1981). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{M. Pagano} and \textit{M. J. Hartley}, J. Econom. 16, 171--198 (1981; Zbl 0471.62109) Full Text: DOI
Palm, Franz; Zellner, Arnold Large sample estimation and testing procedures for dynamic equation systems. (English) Zbl 0425.62074 J. Econom. 12, 251-283 (1980). MSC: 62M10 62P20 62E20 PDF BibTeX XML Cite \textit{F. Palm} and \textit{A. Zellner}, J. Econom. 12, 251--283 (1980; Zbl 0425.62074) Full Text: DOI
Hendry, David F. The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors. (English) Zbl 0445.62116 J. Econom. 9, 295-314 (1979). MSC: 62P20 62M10 62E20 65C05 PDF BibTeX XML Cite \textit{D. F. Hendry}, J. Econom. 9, 295--314 (1979; Zbl 0445.62116) Full Text: DOI
Carey, Malachy Optimal allocation and pricing when consumer behaviour is suboptimal. (English) Zbl 0418.90001 Metroeconomica 30, 55-71 (1978). MSC: 91B10 PDF BibTeX XML Cite \textit{M. Carey}, Metroeconomica 30, 55--71 (1978; Zbl 0418.90001) Full Text: DOI
Geweke, John Testing the exogeneity specification in the complete dynamic simultaneous equation model. (English) Zbl 0403.62080 J. Econom. 7, 163-185 (1978). MSC: 62P20 91B82 PDF BibTeX XML Cite \textit{J. Geweke}, J. Econom. 7, 163--185 (1978; Zbl 0403.62080) Full Text: DOI
Savin, N. E.; White, Kenneth J. Estimation and testing for functional form and autocorrelation. (English) Zbl 0402.62081 J. Econom. 8, 1-12 (1978). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{N. E. Savin} and \textit{K. J. White}, J. Econom. 8, 1--12 (1978; Zbl 0402.62081) Full Text: DOI
Pagan, Adrian Rational and polynomial lags. The finite connection. (English) Zbl 0401.62085 J. Econom. 8, 247-254 (1978). MSC: 62P20 PDF BibTeX XML Cite \textit{A. Pagan}, J. Econom. 8, 247--254 (1978; Zbl 0401.62085) Full Text: DOI
Doran, H. E.; Griffiths, W. E. Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model. (English) Zbl 0382.62093 J. Econom. 7, 133-146 (1978). MSC: 62P20 PDF BibTeX XML Cite \textit{H. E. Doran} and \textit{W. E. Griffiths}, J. Econom. 7, 133--146 (1978; Zbl 0382.62093) Full Text: DOI
Hamlen, Susan S.; Hamlen, William A. jun. Harmonic alternatives to the Almon polynomial technique. (English) Zbl 0374.62092 J. Econom. 7, 57-66 (1978). MSC: 62P20 PDF BibTeX XML Cite \textit{S. S. Hamlen} and \textit{W. A. Hamlen jun.}, J. Econom. 7, 57--66 (1978; Zbl 0374.62092) Full Text: DOI
Dhrymes, Phoebus J.; Erlat, H. Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models. (English) Zbl 0347.62083 J. Econom. 2, 247-259 (1974). MSC: 62P20 62E20 PDF BibTeX XML Cite \textit{P. J. Dhrymes} and \textit{H. Erlat}, J. Econom. 2, 247--259 (1974; Zbl 0347.62083) Full Text: DOI
Dhrymes, Phoebus J. A note on an efficient two-step estimator. (English) Zbl 0315.62047 J. Econom. 2, 301-304 (1974). MSC: 62P20 62M10 60H99 PDF BibTeX XML Cite \textit{P. J. Dhrymes}, J. Econom. 2, 301--304 (1974; Zbl 0315.62047) Full Text: DOI
Lainiotis, Demetrios G. Estimation: A brief survey. (English) Zbl 0288.62042 Inf. Sci. 7, 191-202 (1974). MSC: 62M20 62F10 60G35 62-01 PDF BibTeX XML Cite \textit{D. G. Lainiotis}, Inf. Sci. 7, 191--202 (1974; Zbl 0288.62042) Full Text: DOI
Hatanaka, Michio An efficient two-step estimator for the dynamic adjustment model with autoregressive errors. (English) Zbl 0287.62065 J. Econom. 2, 199-220 (1974). MSC: 62P20 62M10 62J05 60H99 PDF BibTeX XML Cite \textit{M. Hatanaka}, J. Econom. 2, 199--220 (1974; Zbl 0287.62065) Full Text: DOI
Fitts, John Testing for autocorrelation in the autoregressive moving average error model. (English) Zbl 0294.62126 J. Econom. 1, 363-376 (1973). MSC: 62P20 60H99 62F03 62J05 62M10 PDF BibTeX XML Cite \textit{J. Fitts}, J. Econom. 1, 363--376 (1973; Zbl 0294.62126) Full Text: DOI
Sowey, Eric R. A classified bibliography of Monte Carlo studies in econometrics. (English) Zbl 0276.62093 J. Econom. 1, 377-395 (1973). MSC: 62P20 00A15 PDF BibTeX XML Cite \textit{E. R. Sowey}, J. Econom. 1, 377--395 (1973; Zbl 0276.62093) Full Text: DOI