Asymptotic normality for weighted sums of linear processes
Year of publication: |
2014
|
---|---|
Authors: | Abadir, Karim Maher ; Distaso, Walter ; Giraitis, Liudas ; Koul, Hira L. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 30.2014, 1, p. 252-284
|
Subject: | Theorie | Theory | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process |
-
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe, (2000)
-
Barndorff-Nielsen, Ole E., (2000)
-
Blue for ß in CAPM with infinite variance
Huschens, Stefan, (1999)
- More ...
-
ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
Abadir, Karim M., (2014)
-
An I(d) model with trend and cycles
Abadir, Karim Maher, (2011)
-
Two estimators of the long-run variance : beyond short memory
Abadir, Karim Maher, (2009)
- More ...