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isPartOf:"Technical working paper / National Bureau of Economic Research"
subject:"Schätztheorie"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working paper series"
~person:"Shimotsu, Katsumi"
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Estimation theory
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Shimotsu, Katsumi
Phillips, Peter C. B.
101
Andrews, Donald W. K.
39
Kohn, Robert
23
Sheather, Simon J.
23
Chen, Xiaohong
18
Imbens, Guido
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McKean, Joseph W.
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Guggenberger, Patrik
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Wand, M. P.
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Ansley, Craig F.
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Otsu, Taisuke
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Sun, Yixiao
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West, Kenneth D.
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Carter, Chris K.
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Cheng, Xu
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Diebold, Francis X.
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Fair, Ray C.
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Ploberger, Werner
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Wong, Chi-ming
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Yu, Jun
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Abadie, Alberto
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Cho, Jin Seo
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Gao, Jiti
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Hajivassiliou, Vassilis Argyrou
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Lieberman, Offer
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Technical working paper / National Bureau of Economic Research
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Working paper series
Journal of econometrics
3
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2
CESifo Working Paper Series
1
CESifo working papers
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Discussion papers / Graduate School of Economics, Hitotsubashi University
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Research report / Department of Economics, Social Science Centre, The University of Western Ontario
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ECONIS (ZBW)
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Exact local whittle estimation of fractional integration
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2002
Persistent link: https://www.econbiz.de/10001671903
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2
Pooled log periodogram regression
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499557
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3
Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499561
Saved in:
4
Modified local Whittle esitmation of the memory parameter in the nonstationary case
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499564
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