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Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions
Jeganathan, P. - Cowles Foundation for Research in Economics, Yale University - 2006
Too technical to post here. Please see paper.
Persistent link: https://www.econbiz.de/10005593391
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ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
Ploberger, Werner; Aït-Sahalia, Y.; Ahn, S.K.; … - In: Econometric theory 24 (2008) 1, pp. 15-42
Persistent link: https://www.econbiz.de/10007896795
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On asymptotic inference in cointegrated time series with fractionally integrated errors
Jeganathan, P. - In: Econometric theory 15 (1999) 4, pp. 583-621
Persistent link: https://www.econbiz.de/10001490744
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On asymptotic inference in linear cointegrated time series systems
Jeganathan, P. - In: Econometric theory 13 (1997) 5, pp. 692-745
Persistent link: https://www.econbiz.de/10001232216
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On the asymptotic behavior of least-squares estimators in AR time series with roots near the unit circle
Jeganathan, P. - In: Econometric theory 7 (1991) 3, pp. 269-306
Persistent link: https://www.econbiz.de/10001118061
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Limit theorems for functionals of sums that converge to fractional stable motions
Jeganathan, P. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468448
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Limit theorems for functionals of sums that converge to fractional Brownian and stable motions
Jeganathan, P. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724257
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Limit Theorems for Functionals of Sums that Converge to Fractional Stable Motions
Jeganathan, P. - 2006
Persistent link: https://www.econbiz.de/10012780836
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Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions
Jeganathan, P. - 2008
Persistent link: https://www.econbiz.de/10012772073
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Some Aspects of Asymptotic Theory with Applications to Time Series Models
Jeganathan, P. - In: Econometric Theory 11 (1995) 05, pp. 818-887
The primary purpose of this paper is to review a very few results on some basic elements of large sample theory in a restricted <italic>structural</italic> framework, as described in detail in the recent book by LeCam and Yang (1990, <italic>Asymptotics in Statistics: Some Basic Concepts</italic>. New York: Springer), and to...
Persistent link: https://www.econbiz.de/10005250189