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isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
subject:"Theorie"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Fisher, Adlai"
~person:"Shimotsu, Katsumi"
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1973-1997
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Fisher, Adlai
Shimotsu, Katsumi
Phillips, Peter C. B.
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
Cowles Foundation discussion paper
CESifo working papers
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Queen's Economics Department working paper
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ECONIS (ZBW)
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Pooled log periodogram regression
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499557
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2
Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499561
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3
Modified local Whittle esitmation of the memory parameter in the nonstationary case
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499564
Saved in:
4
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai
;
Calvet, Laurent E.
;
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000974392
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