Pages that link to "Item:Q1305643"
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The following pages link to Higher-order approximations for frequency domain time series regression (Q1305643):
Displaying 10 items.
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Second order optimality for estimators in time series regression models (Q873630) (← links)
- Estimation of spectral density for seasonal time series models (Q1771287) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES (Q4562546) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
