Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics
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Published By Physica-Verlag HD

9783790811322, 9783642997990

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Testing for Random Walk Coefficients in the Presence of Varying Coefficients Under H0

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_8 ◽

1998 ◽

pp. 255-275

Author(s):

Martin Moryson

Keyword(s):

Random Walk ◽

Varying Coefficients

Testing Trend Stationarity Against Difference Stationarity in Time Series

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_6 ◽

1998 ◽

pp. 183-200

Author(s):

Martin Moryson

Keyword(s):

Time Series

Asymptotic Tests for Univariate Random Walk Coefficients in Models with Non-Stationary Regressors

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_5 ◽

1998 ◽

pp. 131-181

Author(s):

Martin Moryson

Keyword(s):

Random Walk ◽

Asymptotic Tests

The Linear State Space Model

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_2 ◽

1998 ◽

pp. 7-59

Author(s):

Martin Moryson

Keyword(s):

State Space ◽

State Space Model ◽

Space Model ◽

Linear State

The Term Structure of German Interest Rates — Testing the Expectations Hypothesis

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_9 ◽

1998 ◽

pp. 277-295

Author(s):

Martin Moryson

Keyword(s):

Interest Rates ◽

Term Structure ◽

Expectations Hypothesis

Résumé and Prospects

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_10 ◽

1998 ◽

pp. 297-300

Author(s):

Martin Moryson

Testing for Multivariate Random Walk Coefficients in Regression Models

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_7 ◽

1998 ◽

pp. 201-254

Author(s):

Martin Moryson

Keyword(s):

Random Walk ◽

Regression Models

Asymptotic Tests for Univariate Random Walk Coefficients in Models with Stationary Regressors

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_4 ◽

1998 ◽

pp. 101-130

Author(s):

Martin Moryson

Keyword(s):

Random Walk ◽

Asymptotic Tests

Exact Tests for Univariate Random Walk Coefficients

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_3 ◽

1998 ◽

pp. 61-99

Author(s):

Martin Moryson

Keyword(s):

Random Walk ◽

Exact Tests

Introduction

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics ◽

10.1007/978-3-642-99799-0_1 ◽

1998 ◽

pp. 1-5

Author(s):

Martin Moryson

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Physica-Verlag HD

Testing for Random Walk Coefficients in the Presence of Varying Coefficients Under H0

Testing Trend Stationarity Against Difference Stationarity in Time Series

Asymptotic Tests for Univariate Random Walk Coefficients in Models with Non-Stationary Regressors

The Linear State Space Model

The Term Structure of German Interest Rates — Testing the Expectations Hypothesis

Résumé and Prospects

Testing for Multivariate Random Walk Coefficients in Regression Models

Asymptotic Tests for Univariate Random Walk Coefficients in Models with Stationary Regressors

Exact Tests for Univariate Random Walk Coefficients

Introduction

Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics
Latest Publications