Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Year of publication: |
2012
|
---|---|
Authors: | McCloskey, Adam ; Perron, Pierre |
Institutions: | Brown University, Department of Economics |
Subject: | long-memory processes | semiparametric estimators | level shifts | structural change | deterministic trends |
-
Memory parameter estimation in the presence of level shifts and deterministic trends
McCloskey, Adam, (2012)
-
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Perron, Pierre, (2010)
-
McCloskey, Adam, (2012)
- More ...
-
McCloskey, Adam, (2012)
-
Bonferroni-Based Size-Correction for Nonstandard Testing Problems
McCloskey, Adam, (2012)
-
Memory parameter estimation in the presence of level shifts and deterministic trends
McCloskey, Adam, (2012)
- More ...