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Cyclical Activity and Gestatio...
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RePEc
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Cyclical trends in continuous time models
Ercolani, Joanne S.
-
2007
Persistent link: https://www.econbiz.de/10003567476
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2
Cyclical trends in continuous time models
Ercolani, Joanne S.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1112-1119
Persistent link: https://www.econbiz.de/10003875947
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3
On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Ercolani, Joanne S.
-
2010
Persistent link: https://www.econbiz.de/10009374216
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4
Estimation of differential-difference equation systems with unknown lag parameters
Ercolani, Joanne S.
;
Chambers, Marcus J.
- In:
Econometric theory
22
(
2006
)
3
,
pp. 483-498
Persistent link: https://www.econbiz.de/10003307489
Saved in:
5
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
6
Cyclical activity and gestation lags in investment
Ercolani, Joanne S.
- In:
The Manchester School
82
(
2014
)
5
,
pp. 620-630
Persistent link: https://www.econbiz.de/10010420053
Saved in:
7
Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Ercolani, Marco G.
;
Pouliot, William
;
Ercolani, Joanne S.
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3686-3701
Persistent link: https://www.econbiz.de/10012059401
Saved in:
8
Book Review
Ercolani, Joanne S.
- In:
Journal of Time Series Analysis
29
(
2008
)
4
,
pp. 738-740
Persistent link: https://www.econbiz.de/10005260735
Saved in:
9
On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Ercolani, Joanne S.
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 512-517
Persistent link: https://www.econbiz.de/10009215470
Saved in:
10
CYCLICAL TRENDS IN CONTINUOUS TIME MODELS
Ercolani, Joanne S.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1112-1119
Persistent link: https://www.econbiz.de/10008267022
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