Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Year of publication: |
1998-08
|
---|---|
Authors: | Robinson, Peter M. ; Henry, Marc |
Institutions: | London School of Economics (LSE) |
Subject: | long memory | dynamic conditional heteroscedasticity | semiparametric estimation |
-
Henry, Marc, (1998)
-
González, Arteche, (2002)
-
Semiparametric estimation in perturbed long memory series
Arteche, Josu, (2006)
- More ...
-
Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter, (2002)
-
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M., (2014)
-
Inference on power law spatial trends (Running Title: Power Law Trends)
Robinson, Peter M., (2011)
- More ...