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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~person:"Giraitis, Liudas"
~person:"Holly, Alberto"
~subject:"Estimation theory"
~subject:"Time series analysis"
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Estimation theory
Time series analysis
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Giraitis, Liudas
Holly, Alberto
Robinson, Peter M.
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Magnus, Jan R.
6
Zaffaroni, Paolo
4
Marinucci, Domenico
3
Pesaran, Bahram
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Davidson, James E. H.
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Working paper
7
Cahiers de recherches économiques
5
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3
Suntory and Toyota International Centres for Economics and Related Disciplines
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Discussion papers of interdisciplinary research project 373
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Suntory Toyota International Centre for Economics and Related Disciplines
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
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2000
Persistent link: https://www.econbiz.de/10001551057
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2
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
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3
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
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4
A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto
;
Magnus, Jan R.
-
1986
Persistent link: https://www.econbiz.de/10000706578
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