Edgeworth expansions for semiparametric Whittle estimation of long memory
Year of publication: |
2002-09
|
---|---|
Authors: | Giraitis, Liudas ; Robinson, Peter |
Publisher: |
Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science |
Subject: | HB Economic Theory |
-
Fractional cointegration in stochastic volatility models
Gonçalves da Silva, Afonso, (2007)
-
Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M., (2007)
-
Root-n-consistent estimation of weak fractional cointegration
Hualde, J., (2006)
- More ...
-
Gaussian estimation of parametric spectral density with unknown pole
Giraitis, Liudas, (2001)
-
Edgeworth expansions for semiparametric Whittle estimation of long memory
Giraitis, Liudas, (2002)
-
A model for long memory conditional heteroscedasticity
Giraitis, Liudas, (2000)
- More ...