SUBSET REGRESSION TIME-SERIES AND ITS MODELING PROCEDURES

[1] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN NORMAL LINEAR-REGRESSION [J]. ANNALS OF STATISTICS, 1976, 4 (04) : 788 - 790

[2] BOX GEP, 1970, TIME SERIES ANAL FOR

[3] CHEN XR, 1981, THEORY PARAMETER EST

[4] CHEN ZG, 1988, IN PRESS J MULTIVARI

[5] CHEN ZG, 1985, ACTA MATH APPL SINIC, V2, P37

[6] LINEAR-MODELS WITH AUTOCORRELATED ERRORS - STRUCTURAL IDENTIFIABILITY IN THE ABSENCE OF MINIMALITY ASSUMPTIONS [J]. ECONOMETRICA, 1979, 47 (02) : 495 - 504

[7] DURBIN J, 1960, J ROY STAT SOC B, V22, P139

[8] HALL P, 1980, MARTINGALE LIMIT THE

[9] HANNAN EJ, 1982, BIOMETRIKA, V69, P81, DOI 10.1093/biomet/69.1.81

[10] MULTIVARIATE LINEAR TIME-SERIES MODELS [J]. ADVANCES IN APPLIED PROBABILITY, 1984, 16 (03) : 492 - 561

[1] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN NORMAL LINEAR-REGRESSION [J]. ANNALS OF STATISTICS, 1976, 4 (04) : 788 - 790

[2] BOX GEP, 1970, TIME SERIES ANAL FOR

[3] CHEN XR, 1981, THEORY PARAMETER EST

[4] CHEN ZG, 1988, IN PRESS J MULTIVARI

[5] CHEN ZG, 1985, ACTA MATH APPL SINIC, V2, P37

[6] LINEAR-MODELS WITH AUTOCORRELATED ERRORS - STRUCTURAL IDENTIFIABILITY IN THE ABSENCE OF MINIMALITY ASSUMPTIONS [J]. ECONOMETRICA, 1979, 47 (02) : 495 - 504

[7] DURBIN J, 1960, J ROY STAT SOC B, V22, P139

[8] HALL P, 1980, MARTINGALE LIMIT THE

[9] HANNAN EJ, 1982, BIOMETRIKA, V69, P81, DOI 10.1093/biomet/69.1.81

[10] MULTIVARIATE LINEAR TIME-SERIES MODELS [J]. ADVANCES IN APPLIED PROBABILITY, 1984, 16 (03) : 492 - 561