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~accessRights:"restricted"
~person:"Nielsen, Morten Ørregaard"
~person:"Trenkler, Carsten"
~source:"econis"
~subject:"Heteroscedasticity"
~subject:"Maximum likelihood estimation"
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Heteroscedasticity
Maximum likelihood estimation
Bootstrap approach
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Bootstrap-Verfahren
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Nielsen, Morten Ørregaard
Trenkler, Carsten
Taylor, Robert
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Cavaliere, Giuseppe
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
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2
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
3
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
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