76

Design-free estimation of variance matrices

Year:
2014
Language:
english
File:
PDF, 584 KB
english, 2014
80

Asymptotic Normality for Weighted Sums of Linear Processes

Year:
2012
Language:
english
File:
PDF, 302 KB
english, 2012
93

Two estimators of the long-run variance: Beyond short memory

Year:
2009
Language:
english
File:
PDF, 2.36 MB
english, 2009
97

An I(d) Model with Trend and Cycles

Year:
2011
Language:
english
File:
PDF, 346 KB
english, 2011