Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bias reduction of long memory...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
62
Theory
62
Zeitreihenanalyse
49
Time series analysis
47
Estimation theory
46
Schätztheorie
46
Bayesian inference
39
Bayes-Statistik
38
Forecasting model
30
Prognoseverfahren
30
Volatility
26
Volatilität
26
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
State space model
19
Zustandsraummodell
19
Stochastic process
18
Stochastischer Prozess
18
Estimation
16
Option pricing theory
16
Optionspreistheorie
16
Schätzung
16
Markov-Kette
15
Markov chain
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
ARMA model
12
ARMA-Modell
12
Cointegration
12
Kointegration
12
Börsenkurs
10
Share price
10
Bayesian Markov chain Monte Carlo
8
Bootstrap approach
8
Bootstrap-Verfahren
8
Statistical test
8
Statistischer Test
8
Hawkes process
7
Induktive Statistik
7
Nonlinear state space model
7
more ...
less ...
Online availability
All
Free
124
Undetermined
39
Type of publication
All
Book / Working Paper
141
Article
91
Type of publication (narrower categories)
All
Arbeitspapier
92
Working Paper
92
Graue Literatur
91
Non-commercial literature
91
Article in journal
45
Aufsatz in Zeitschrift
45
Forschungsbericht
14
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
169
Undetermined
63
German
1
Author
All
Martin, Gael M.
119
Poskitt, Donald Stephen
71
Grose, Simone D.
25
Maneesoonthorn, Worapree
25
Poskitt, D. S.
24
Forbes, Catherine Scipione
22
Frazier, David T.
22
Forbes, Catherine S.
17
Wright, Jill
14
McCabe, Brendan Peter Martin
13
Martin, Gael
10
Skeels, Christopher L.
10
Martin, Vance
9
Loiza-Maya, Ruben
8
Reidy, Andrew
8
Robert, Christian P.
8
Sanford, Andrew D.
7
Zhao, Xueyan
7
Athanasopoulos, George
6
McCabe, Brendan P.M.
6
Poskitt, D.S.
6
Snyder, Ralph D.
6
Vahid, Farshid
6
Grose, S.
5
Harris, David
5
Lim, Guay C.
5
Martin, G. M.
5
Nadarajah, K.
5
Ng, Jason
5
Skeels, C. L.
5
Yao, Wenying
5
Koehler, Anne B.
4
Li, Chuhui
4
Lütkepohl, Helmut
4
Rahman Khan, Md. Atikur
4
Strickland, Chris M.
4
Feigin, Paul D.
3
Freeland, Keith
3
Gould, Phillip
3
Grose, Simone
3
more ...
less ...
Institution
All
Department of Econometrics and Business Statistics, Monash Business School
37
Econometric Society
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
arXiv.org
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Monash Econometrics and Business Statistics Working Papers
37
International journal of forecasting
12
Journal of econometrics
8
Econometric reviews
7
Journal of applied econometrics
7
Journal of Time Series Analysis
6
Econometric theory
5
International Journal of Forecasting
5
Journal of Applied Econometrics
4
Computational Statistics & Data Analysis
3
Econometric Reviews
3
Econometrics Journal
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
Angewandte Statistik und Ökonometrie
2
Econometric Society 2004 Australasian Meetings
2
Economics letters
2
Journal of Multivariate Analysis
2
Journal of the Royal Statistical Society
2
Journal of the Royal Statistical Society Series B
2
Reprint series
2
Working papers
2
Accounting and Finance
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Economics Letters
1
Foundations and Trends(R) in Econometrics
1
Foundations and trends in econometrics
1
Journal of Econometrics
1
Journal of International Economics
1
Journal of international economics
1
Journal of multinational financial management
1
Papers / arXiv.org
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Research paper / University of Melbourne, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
145
RePEc
75
OLC EcoSci
9
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
232
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2012
Persistent link: https://www.econbiz.de/10009565411
Saved in:
3
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
Saved in:
4
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
Saved in:
5
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2013
-
Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
Saved in:
6
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
Saved in:
7
The finite-sample properties of autoregressive approximations of factionally-integrated and non-invertible processes
Grose, Simone D.
;
Poskitt, Donald Stephen
-
2006
Persistent link: https://www.econbiz.de/10003360998
Saved in:
8
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, M.
;
Grose, Simone D.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Saved in:
9
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
10
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
