Two estimators of the long-run variance: beyond short memory (Q302164): Difference between revisions

@@ Property / OpenAlex ID @@
-W2039551112
@@ Property / OpenAlex ID: W2039551112 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W2039551112
@@ Property / OpenAlex ID: W2039551112 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonstationarity-extended local Whittle estimation
@@ Property / cites work: Nonstationarity-extended local Whittle estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregation, Persistence and Volatility in a Macro Model
+Normal rank
@@ Property / cites work @@
+On the Definitions of (Co-)integration
@@ Property / cites work: On the Definitions of (Co-)integration / rank @@
+Normal rank
@@ Property / cites work @@
+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
+Normal rank
@@ Property / cites work @@
+Approximations and limit theory for quadratic forms of linear processes
+Normal rank
@@ Property / cites work @@
+Testing the unit root hypothesis using generalized range statistics
+Normal rank
@@ Property / cites work @@
+Consistent estimation of the memory parameter for nonlinear time series
+Normal rank
@@ Property / cites work @@
+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
+Normal rank
@@ Property / cites work @@
+Rescaled variance and related tests for long memory in volatility and levels
+Normal rank
@@ Property / cites work @@
+Limit theorems for bivariate Appell polynomials. II: Non-central limit theorems
+Normal rank
@@ Property / cites work @@
+Q3265185
@@ Property / cites work: Q3265185 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3227985
@@ Property / cites work: Q3227985 / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
+Normal rank
@@ Property / cites work @@
+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank