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person:"Gil-Alaña, Luis A."
~isPartOf:"CREATES research paper"
~person:"Stock, James H."
~person:"Taylor, Robert"
~subject:"Time series analysis"
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Time series analysis
Estimation
2
Estimation theory
2
Heteroscedasticity
2
Heteroskedastizität
2
Schätztheorie
2
Schätzung
2
Zeitreihenanalyse
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Maximum likelihood estimation
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adaptive estimation
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conditional sum-of-squares
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fractional integration
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heteroskedasticity
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quasi-maximum likelihood estimation
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wild bootstrap
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Gil-Alaña, Luis A.
Stock, James H.
Taylor, Robert
Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
2
Haldrup, Niels
2
Kang, Jian
2
Santucci de Magistris, Paolo
2
Callot, Laurent
1
Davidson, Russell
1
Dolatabadi, Sepideh
1
Grønborg, Niels S.
1
Hall, Anthony D.
1
Haulde, Javier
1
Hautsch, Nikolaus
1
He, Changli
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lange, Theis
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
Mikkelsen, Jakob Guldbæk
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Noriega-Muro, Antonio E.
1
Podolskij, Mark
1
Rodríguez-Caballero, Carlos Vladimir
1
Tsiaras, Leonidas
1
Valdés, J. Eduardo Vera
1
Ventosa-Santaulària, Daniel
1
Violante, Francesco
1
Wade, Glen
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Xu, Ke
1
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CREATES research paper
CESifo working papers
30
Economics and finance working paper series
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Applied economics letters
9
Applied economics
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
3
Journal of econometrics
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Journal of economics and finance : JEF
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Queen's Economics Department working paper
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Econometric theory
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Finance research letters
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER Working Paper
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Applied econometrics and international development
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Applied financial economics letters
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Asian Journal of Empirical Research
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Bulletin of economic research
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ERC working papers in economics
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Eastern economic journal
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Econometric reviews
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Economic modelling
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Economics letters
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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