Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence
Year of publication: |
2002-10-01
|
---|---|
Authors: | ANDREWS, DONALD W ; Sun, Yixiao X |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | Adaptive estimator | asymptotic bias | asymptotic normality | bias reduction | local polynomial | long memory | minimax rate | optimal bandwidth | Whittle likelihood |
-
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
Andrews, Donald W.K., (2002)
-
Local Polynomial Whittle Estimation of Long-range Dependence
Andrews, Donald W.K., (2001)
-
Adaptive Estimation of the Regression Discontinuity Model
Sun, Yixiao, (2005)
- More ...
-
Estimation and Inference in Panel Structure Models
Sun, Yixiao X, (2005)
-
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
Sun, Yixiao X, (2005)
-
A Flexible Nonparametric Test for Conditional Independence
Huang, Meng, (2013)
- More ...