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Estimation theory
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Whittle likelihood
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Nielsen, Morten Ørregaard
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Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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2
Bayesian inference on structural impulse response functions
Plagborg‐Møller, Mikkel
- In:
Quantitative economics : QE ; journal of the …
10
(
2019
)
1
,
pp. 145-184
the posterior distribution of the impulse responses is possible using an algorithm that exploits the
Whittle
likelihood
…
Persistent link: https://www.econbiz.de/10011994839
Saved in:
3
Seasonality robust local whittle estimation
Wingert, Simon
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
Saved in:
4
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
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