Tests of bias in log-periodogram regression (Q1036842): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2008.11.020
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+W1977425617
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+A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
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+A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
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+Generating schemes for long memory processes: regimes, aggregation and linearity
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Residual log-periodogram inference for long-run relationships
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+Specification Tests in Econometrics
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+Asymptotics for duration-driven long range dependent processes
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+Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series
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+The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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+Broadband log-periodogram regression of time series with long-range dependence
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+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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+Pooled Log Periodogram Regression
@@ Property / cites work: Pooled Log Periodogram Regression / rank @@
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+Log-periodogram regression of time series with long range dependence
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