Narrow search
Showing 1 - 8 of 8
Cover Image
Multivariate structural time series models
Harvey, Andrew C.; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000934066
Cover Image
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.; Robinson, Peter M. - 1996
Persistent link: https://www.econbiz.de/10000952843
Cover Image
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 1997
Persistent link: https://www.econbiz.de/10000959150
Cover Image
Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
Cover Image
Variance-type estimation of long memory
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 1998
Persistent link: https://www.econbiz.de/10000996492
Cover Image
Edgeworth expansions for semiparametric whittle estimation of long memory
Giraitis, Liudas; Robinson, Peter M. - 2002
Persistent link: https://www.econbiz.de/10001703681
Cover Image
Whittle estimation of ARCH models
Giraitis, Liudas; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001551057
Cover Image
Ownership, incentives, and monitoring
Bai, Chong-En; Xu, Chenggang - 2001
Persistent link: https://www.econbiz.de/10001557447