Automatic frequency domain inference on semiparametric and nonparametric models
Year of publication: |
1991
|
---|---|
Authors: | Robinson, Peter M. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 59.1991, 5, p. 1329-1363
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Simulation | Theorie | Theory |
-
Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang, (1994)
-
Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K., (1995)
-
An essay on multivariate macroeconometrics
Willson, Douglas Harold, (1990)
- More ...
-
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M., (2014)
-
Variance-type estimation of long memory
Giraitis, Liudas, (1999)
-
Robinson, Peter M.,
- More ...