The following pages link to Margherita Gerolimetto (Q257525):
Displaying 10 items.
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- (Q3080543) (← links)
- (Q3407386) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
