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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper series / Research Institute for Economics and Business Administration, Kobe University"
~language:"eng"
~person:"Bugni, Federico A."
~person:"Hualde, Javier"
~subject:"Estimation theory"
~type_genre:"Arbeitspapier"
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Estimation theory
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Asymptotic normality
2
Time series analysis
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consistency
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deterministic trend
2
fractional process
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generalized polynomial trend
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noninvertibility
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nonstationarity
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generalized power law trend
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Bugni, Federico A.
Hualde, Javier
Nielsen, Morten Ørregaard
10
Johansen, Søren
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Teräsvirta, Timo
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Hoshino, Takahiro
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Kang, Jian
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Nielsen, Bent
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Podolskij, Mark
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Posch, Olaf
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Demetrescu, Matei
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Djogbenou, Antoine A.
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CREATES research paper
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
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Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
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2
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
3
Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2016
Persistent link: https://www.econbiz.de/10011474717
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