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Pooled log periodogram regression
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499557
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Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499561
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Modified local Whittle esitmation of the memory parameter in the nonstationary case
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499564
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Exact local whittle estimation of fractional integration
Shimotsu, Katsumi; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001671903