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Modelling memory of economic and financial time series
Robinson, Peter M.
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2005
Persistent link: https://www.econbiz.de/10002814614
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A parametric bootstrap test for cycles
Dalla, Violetta
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Hidalgo, Javier
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2005
Persistent link: https://www.econbiz.de/10002814628
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Testable implications for forecast optimality
Patton, Andrew J.
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2005
Persistent link: https://www.econbiz.de/10002814634
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
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2005
Persistent link: https://www.econbiz.de/10002814643
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko
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2005
Persistent link: https://www.econbiz.de/10002814654
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Distribution free goodness-of-fit tests for linear processes
Delgado, Miguel A.
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2005
Persistent link: https://www.econbiz.de/10002814664
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Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
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2005
Persistent link: https://www.econbiz.de/10002814674
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A method of moments estimator for semiparametric index models
Donkers, Bas
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2005
Persistent link: https://www.econbiz.de/10003048657
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Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M.
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2005
Persistent link: https://www.econbiz.de/10002889716
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