Per Frederiksen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Local polynomial Whittle estimation of perturbed fractional processes
Journal of Econometrics
2016-08-15Paper
Fully modified narrow-band least squares estimation of weak fractional cointegration
Econometrics Journal
2011-07-27Paper
Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
Econometric Reviews
2006-01-18Paper


Research outcomes over time


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