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Some Finite Sample Properties of Spectral Estimators of a Linear Regression

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  • Engle, Robert F
  • Gardner, Roy

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  • Engle, Robert F & Gardner, Roy, 1976. "Some Finite Sample Properties of Spectral Estimators of a Linear Regression," Econometrica, Econometric Society, vol. 44(1), pages 149-165, January.
    • Handle: RePEc:ecm:emetrp:v:44:y:1976:i:1:p:149-65
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    Cited by:

    1. Hardle, Wolfgang & Linton, Oliver, 1986. "Applied nonparametric methods," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339, Elsevier.
    2. Monteiro, Paulo Santos, 2008. "Testing Full Consumption Insurance in the Frequency Domain," Economic Research Papers 269910, University of Warwick - Department of Economics.
    3. Robert F. Engle, 1980. "Hypothesis Testing in Spectral Regression; the Lagrange Multiplier Test as a Regression Diagnostic," NBER Chapters, in: Evaluation of Econometric Models, pages 309-321, National Bureau of Economic Research, Inc.
    4. Santos Monteiro, Paulo, 2008. "Testing Full Consumption Insurance in the Frequency Domain," The Warwick Economics Research Paper Series (TWERPS) 874, University of Warwick, Department of Economics.
    5. Peter C.B. Phillips & In Choi, 1989. "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains," Cowles Foundation Discussion Papers CFP 899, Cowles Foundation for Research in Economics, Yale University.
    6. Various, 1974. "Staff Reports on Research Under Way," NBER Chapters, in: Issues for Research: Energy, the Environment, and the Economy, Inflation Accounting, pages 15-116, National Bureau of Economic Research, Inc.

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