Similar Search Results

Testing the long-run neutrality of money in a developing economy : the case of India

Moosa, Imad A. - In: Journal of development economics 53 (1997) 1, pp. 139-155

Persistent link: https://www.econbiz.de/10001224448

Minimum distance estimation of stationary and non-stationary ARFIMA processes

Mayoral, Laura - In: The econometrics journal 10 (2007) 1, pp. 124-148

Persistent link: https://www.econbiz.de/10003451751

A practitioner's approach to estimating intertemporal relationships using longitudinal data : lessons from applications in wage dynamics

MaCurdy, Thomas E. - 2007

Persistent link: https://www.econbiz.de/10003601697

When long memory meets the Kalman Filter : a comparative study

Grassi, Stefano; Santucci de Magistris, Paolo - 2011

Persistent link: https://www.econbiz.de/10009006828

Data-driven estimation of semiparametric fractional autoregressive models

Beran, Jan; Feng, Yuanhua - 2000

In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparametric trend and maximum likelihood estimation of the parameters. For selecting the bandwidth, the proposal of Beran and Feng (1999) based...

Persistent link: https://www.econbiz.de/10011543365