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The Minimum Distance Estimator for Fractionally Integrated ARMA Models.
Chung, C.F.; Schmidt, P. - Economics Department, Michigan State University - 1994
Persistent link: https://www.econbiz.de/10005487086
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GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects.
Chan Ahn, S.; Lee, Y.H. - Economics Department, Michigan State University - 1994
Persistent link: https://www.econbiz.de/10005671950
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Calculating and Analizing Impulse Responses and their Asymptotic Distributions for the ARFIMA and VARMA Models.
Chung, C.F. - Economics Department, Michigan State University - 1994
Persistent link: https://www.econbiz.de/10005671973