Margherita Gerolimetto

Available identifiers

Publication	Date of Publication	Type
Testing for boundary conditions in case of fractionally integrated processes	2021-01-15	Paper
Model-based INAR bootstrap for forecasting INAR\((p)\) models	2020-01-08	Paper
Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study	2016-03-17	Paper
Forecasting long memory time series when occasional breaks occur	2013-01-29	Paper
Frequency domain bootstrap for the fractional cointegration regression	2013-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q3080543	2011-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q3407386	2010-03-04	Paper
A test for fractional cointegration using the sieve bootstrap	2009-06-02	Paper
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes	2009-03-24	Paper
Instrumental variables estimation of stationary and non‐stationary cointegrating regressions	2006-09-22	Paper

This page was built for person: Margherita Gerolimetto