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subject:"United Kingdom"
~isPartOf:"International journal of computational economics and econometrics : IJCEE"
~person:"Härdle, Wolfgang"
~person:"Patterson, Kerry D."
~subject:"Nationaleinkommen"
~subject:"Time series analysis"
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United Kingdom
Nationaleinkommen
Time series analysis
Bootstrap approach
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Estimation theory
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log-periodogram regression
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Härdle, Wolfgang
Patterson, Kerry D.
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International journal of computational economics and econometrics : IJCEE
SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers in quantitative economics and computing / E
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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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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Nonparametric dynamic modelling
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Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?
Heravi, Saeed M.
;
Patterson, Kerry D.
- In:
International journal of computational economics and …
11
(
2021
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10012597684
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