//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ergemen, Yunus Emre"
~person:"Poskitt, Donald Stephen"
~subject:"ARCH model"
~subject:"Estimation theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"long-memory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation theory
Time series analysis
10
Zeitreihenanalyse
10
Schätztheorie
9
Long memory
7
Estimation
4
Factor models
4
Schätzung
4
ARFIMA
3
Panel
3
Panel study
3
Volatility
3
Volatilität
3
conditional sum of squares
3
ARMA model
2
ARMA-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Long memory models
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Realized volatility
2
Theorie
2
Theory
2
Whittle
2
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Bootstrap-based inference
1
Cointegration
1
Conditional sum of squares
1
Debt and GDP
1
Edgeworth expansion
1
Electric power industry
1
more ...
less ...
Online availability
All
Free
5
Undetermined
4
Type of publication
All
Book / Working Paper
5
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
9
Author
All
Ergemen, Yunus Emre
Poskitt, Donald Stephen
Sibbertsen, Philipp
21
Asai, Manabu
9
Leschinski, Christian
8
McAleer, Michael
7
Ajmi, Ahdi Noomen
6
Martin, Gael M.
6
Boubaker, Heni
5
Caporale, Guglielmo Maria
5
Feng, Yuanhua
5
Gil-Alaña, Luis A.
5
Gupta, Rangan
5
Han, Young Wook
5
Klein, Tony
5
Lux, Thomas
5
Nasr, Adnen Ben
5
Nguyen, Duc Binh Benno
5
Nielsen, Morten Ørregaard
5
Prokopczuk, Marcel
5
Rodriguez, Gabriel
5
Walther, Thomas
5
Aloui, Chaker
4
Baillie, Richard
4
Beran, Jan
4
Chkili, Walid
4
Christensen, Bent Jesper
4
Iacone, Fabrizio
4
Nadarajah, K.
4
Nguyen, Duc Khuong
4
Peiris, Shelton
4
Baruník, Jozef
3
Busch, Marie
3
Dark, Jonathan
3
Hammoudeh, Shawkat
3
Jiang, Yong
3
Kapetanios, George
3
Koopman, Siem Jan
3
Letmathe, Sebastian
3
Lin, Ling
3
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Journal of econometrics
3
CREATES research paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Parametric estimation of
long
memory
in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
2
Parametric estimation of
long
memory
in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2019
Persistent link: https://www.econbiz.de/10012592265
Saved in:
4
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
5
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
6
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10012175866
Saved in:
7
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
Saved in:
8
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
9
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->