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System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421766
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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421769
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Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524093
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Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - 2016
Persistent link: https://www.econbiz.de/10011524100
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A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011524107
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Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function
Kanaya, Shin - 2016
Persistent link: https://www.econbiz.de/10011524109
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Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - 2015
Persistent link: https://www.econbiz.de/10011409110
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The local fractional bootstrap
Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger; … - 2016
Persistent link: https://www.econbiz.de/10011474807
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Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson; Leschinski, Christian; Will, Michael - 2016
Persistent link: https://www.econbiz.de/10011474820
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The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012063555