Modelling long-run trends and cycles in financial time series data (Q2852600): Difference between revisions

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+W1919510772
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+DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
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+Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
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+Semiparametric robust tests on seasonal or cyclical long memory time series
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+Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
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+A new technique for postsample model selection and validation
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Long memory processes and fractional integration in econometrics
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+Long-term dependence in stock returns
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+Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
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+COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Testing Stochastic Cycles in Macroeconomic Time Series
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+Fractional integration and structural breaks at unknown periods of time
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+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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+Gaussian estimation of parametric spectral density with unknown pole
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+ON GENERALIZED FRACTIONAL PROCESSES
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+ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
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+REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES
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+TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
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+Semiparametric estimation for stationary processes whose spectra have an unknown pole
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+Estimation of the location and exponent of the spectral singularity of a long memory process
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+Fractional differencing
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+A limit theory for long-range dependence and statistical inference on related models
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+Efficient Wald Tests for Fractional Unit Roots
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+On a measure of lack of fit in time series models
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+A floor and ceiling model of US output
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+Efficient Tests of Nonstationary Hypotheses
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+MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES
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+THE NONSTATIONARY FRACTIONAL UNIT ROOT
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+Testing for a Structural Break at Unknown Date with Long-memory Disturbances
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