2

Analysis of Integrated and Cointegrated Time Series with R, 2nd Edition

Year:
2009
Language:
english
File:
PDF, 52 KB
english, 2009
3

THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS

Year:
2006
Language:
english
File:
PDF, 344 KB
english, 2006
5

Uniform Inference in Predictive Regression Models

Year:
2013
Language:
english
File:
PDF, 176 KB
english, 2013
7

The Variance Ratio Statistic at Large Horizons

Year:
2006
Language:
english
File:
PDF, 2.18 MB
english, 2006
8

Estimation of mis-specified long memory models

Year:
2006
Language:
english
File:
PDF, 345 KB
english, 2006
9

Perception of place of articulation for plosives and fricatives in noise

Year:
2011
Language:
english
File:
PDF, 401 KB
english, 2011
10

Efficiency in estimation of memory

Year:
2010
Language:
english
File:
PDF, 304 KB
english, 2010
11

Estimating fractional cointegration in the presence of polynomial trends

Year:
2003
Language:
english
File:
PDF, 371 KB
english, 2003
12

On the integral of the squared periodogram

Year:
2000
Language:
english
File:
PDF, 150 KB
english, 2000
15

The restricted likelihood ratio test at the boundary in autoregressive series

Year:
2009
Language:
english
File:
PDF, 604 KB
english, 2009
16

The restricted likelihood ratio test for autoregressive processes

Year:
2012
Language:
english
File:
PDF, 890 KB
english, 2012
26

Semiparametric Estimation of Fractional Cointegrating Subspaces

Year:
2006
Language:
english
File:
PDF, 3.04 MB
english, 2006
30

A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS

Year:
2004
Language:
english
File:
PDF, 206 KB
english, 2004
35

A Generalized Portmanteau Goodness-of-Fit Test for Time Series Models

Year:
2004
Language:
english
File:
PDF, 2.27 MB
english, 2004
36

Semiparametric estimation of fractional cointegrating subspaces

Year:
2006
Language:
english
File:
PDF, 400 KB
english, 2006
41

statistics under thick tails using self-normalization

Year:
2018
Language:
english
File:
PDF, 411 KB
english, 2018