Median unbiased forecasts for highly persistent autoregressive processes
Year of publication: |
2002
|
---|---|
Authors: | Gospodinov, Nikolaj |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 111.2002, 1, p. 85-101
|
Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach |
-
Unit Root Test in a Threshold Autoregression : Asymptotic Theory and Residual-Based Block Bootstrap
Seo, Myunghwan, (2008)
-
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard, (2020)
-
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei, (2018)
- More ...
-
Methods for estimation and inference in modern econometrics
Anatolyev, Stanislav, (2011)
-
Crump, Richard K., (2023)
-
Deconstructing the yield curve
Crump, Richard K., (2019)
- More ...