Some Useful Matrix Derivatives with Statistical Applications in Econometrics

Estimation of the Cross-Covariance Function of Stationary Stochastic Processes

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

THE EFFICIENCY OF THE GAMMA APPROXIMATION OF BAYESIAN ESTIMATION OF THE ERROR VARIANCE OF THE SECOND ORDER MOVING AVERAGE PROCESS

Estimation of the Variance of a Stationary Stochastic Process

A Bayesian Procedure to Identify the Orders of Vector Moving Average Processes with Seasonality

On the Partial and Multiple Correlation Coefficients for Nonstationary Stochastic Processes, Part II

Covariance Matrix Estimation in Complex Surveys

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

Bayesian Prediction of Moving Average Processes Using Different Types of Priors