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person:"Giles, David E. A."
~isPartOf:"Cross-sectional methods and applications"
~isPartOf:"Discussion paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Bera, Anil K."
~person:"Johansen, Søren"
~person:"Li, Qi"
~subject:"Modellierung"
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Estimation theory
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Giles, David E. A.
Bera, Anil K.
Johansen, Søren
Li, Qi
Anders, Ulrich
2
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Cross-sectional methods and applications
Discussion paper
Econometric theory
Journal of quantitative economics : official journal of the Indian Econometric Society
Department of Economics working paper series / McMaster University, Department of Economics
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The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
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2
General specification testing with locally misspecified models
Bera, Anil K.
;
Montes-Rojas, Gabriel
;
Sosa Escudero, Walter
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1838-1845
Persistent link: https://www.econbiz.de/10008738321
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