BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539): Difference between revisions

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+Long memory processes and fractional integration in econometrics
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+Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
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+TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION
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+Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
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+Bayesian reduced rank regression in econometrics
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+Using simulation methods for bayesian econometric models: inference, development,and communication
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Q4840212
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+On the power of unit root tests against fractional alternatives
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Bayesian analysis of long memory and persistence using ARFIMA models
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+Bayesian analysis of autoregressive fractionally integrated moving-average processes
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+Cointegration and speed of convergence to equilibrium
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+Semiparametric analysis of long-memory time series
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+A Bayesian analysis of the unit root in real exchange rates
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