Search Results - person:"Hannan, E.J."

DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION

Hualde, Javier; Velasco, Carlos; Beran, J.; Breitung, J.; … - In: Econometric theory 24 (2008) 1, pp. 216-255

Persistent link: https://www.econbiz.de/10007896788

TESTING FOR LONG MEMORY

Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175

Persistent link: https://www.econbiz.de/10007896790

LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES

Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247

Persistent link: https://www.econbiz.de/10007869210

THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscherfnr rid="fn1">fn id="fn1">The interviewer is at the University of Vienna.

Pötscher, Benedikt M.; Akaike, H.; Anderson, T.W.; Aoki, M. - In: Econometric theory 23 (2007) 4, pp. 711-748

Persistent link: https://www.econbiz.de/10007732415

REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS

Phillips, Peter C.B.; Akonom, J.; Barro, R.J.; … - In: Econometric theory 23 (2007) 4, pp. 557-614

Persistent link: https://www.econbiz.de/10007732419

GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS

KAVALIERIS, L.; HANNAN, E. J.; SALAU, M. - In: Journal of Time Series Analysis 24 (2003) 2, pp. 165-172

Two multistage methods for estimating scalar ARMA models are investigated. Both estimate innovations using an autoregression; these are used to obtain initial ARMA parameter estimates by regression and finally the initial estimates are refined by generalized least squares or nonlinear...

Persistent link: https://www.econbiz.de/10005676630