Rissanen's Theorem and Econometric Time Series
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Cited by:
- Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 207-228, June.
- Marsh, Patrick, 2007.
"The Available Information For Invariant Tests Of A Unit Root,"
Econometric Theory, Cambridge University Press, vol. 23(4), pages 686-710, August.
- Patrick Marsh, "undated". "The Available Information for Invariant Tests of a Unit Root," Discussion Papers 05/03, Department of Economics, University of York.
- A. B. Prakash & E. H. D'A. Oliver & K. Balcombe, 2001. "Does building new roads really create extra traffic? Some new evidence," Applied Economics, Taylor & Francis Journals, vol. 33(12), pages 1579-1585.
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Keywords
; ; ; ; ; ; ;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-1999-06-08 (Econometrics)
- NEP-ETS-1999-06-08 (Econometric Time Series)
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