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~person:"Poskitt, Donald Stephen"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
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Poskitt, Donald Stephen
Koopman, Siem Jan
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2012
Persistent link: https://www.econbiz.de/10009565411
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