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~isPartOf:"Tinbergen Institute Discussion Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Grose, Simone D."
~subject:"Neue politische Ökonomie"
~subject:"Zeitreihenanalyse"
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Neue politische Ökonomie
Zeitreihenanalyse
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Grose, Simone D.
Hyndman, Rob J.
27
Athanasopoulos, George
15
Gao, Jiti
13
Martin, Gael M.
13
Snyder, Ralph D.
13
Koopman, Siem Jan
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Panagiotelis, Anastasios
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Shami, Roland G.
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Smith-Miles, Kate
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Tinbergen Institute Discussion Paper
Working paper / Department of Econometrics and Business Statistics, Monash University
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Bias
reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
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2
Bias
correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
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3
Bias
reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
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4
Bias
correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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