Finite Sample Distributions Associated with Stochastic Difference Equations--Some Experimental Evidence

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

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1970 • 1,885 citations

On the Statistical Treatment of Linear Stochastic Difference Equations

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Estimation of Parameters in Time-Series Regression Models

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An Experimental Study of Structural Estimators and Test Statistics Associated with Dynamical Econometric Models

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