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~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~language:"eng"
~person:"Basu, Susanto"
~person:"Dreher, Axel"
~person:"Gil-Alaña, Luis A."
~person:"Giraitis, Liudas"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~person:"Poot, Jacques"
~person:"Praag, Bernard M. S. van"
~person:"Teulings, Coen N."
~subject:"Konjunkturtheorie"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Theory"
~subject:"USA"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Basu, Susanto
Dreher, Axel
Gil-Alaña, Luis A.
Giraitis, Liudas
Koopman, Siem Jan
Nijkamp, Peter
Poot, Jacques
Praag, Bernard M. S. van
Teulings, Coen N.
Robinson, Peter M.
26
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Rubinstein, Ariel
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Shintani, Mototsugu
2
Velasco, Carlos
2
Xiao, Zhijie
2
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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1
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
Saved in:
2
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
Saved in:
3
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
4
Edgeworth expansions for semiparametric whittle estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
-
2002
Persistent link: https://www.econbiz.de/10001703681
Saved in:
5
Multivariate structural time series models
Harvey, Andrew C.
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000934066
Saved in:
6
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
7
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
Saved in:
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