Higher-order kernel semiparametric M-estimation of long memory
Year of publication: |
2003
|
---|---|
Authors: | Robinson, Peter M. ; Henry, Marc |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 114.2003, 1, p. 1-27
|
Subject: | Long Memory | Core | Nichtparametrisches Verfahren | Nonparametric statistics | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
-
Higher-order kernel semiparametric m-estimation of long memory
Robinson, Peter M., (2002)
-
Exact nonparametric two-sample homogeneity tests for possibly discrete distributions
Dufour, Jean-Marie, (2001)
-
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel, (1999)
- More ...
-
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M., (1998)
-
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M., (1998)
-
Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M., (2003)
- More ...