This paper discusses the joint estimation of the long run equilibrium coe cients and the parameters governing the short … acts as the basis for frequency domain Gaussian estimation of the unknown parameters using discrete time data.We formally …

of the estimation of both the quantiles and the parameters are discussed. …

unconditional moments of the pretest estimator, taking full account of the fact that model selection and estimation are an …

semiparametric approach is advisable.Several publications observed that adaptive estimation of the Euclidean parameters is not … parameters are orthogonal to the tangent space generated by the nuisance parameter, thus suggesting that adaptive estimation of …