Pages that link to "Item:Q5177969"

The following pages link to Asymptotics for the Conditional‐Sum‐of‐Squares Estimator in Multivariate Fractional Time‐Series Models (Q5177969):

Displaying 11 items.

• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
• THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects (Q5226147) (← links)
• Parametric estimation of long memory in factor models (Q6108311) (← links)
• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)