Search Results - subject:"Limiting normality"

Estimating the mean under strong persistence

Hassler, Uwe; Hosseinkouchack, Mehdi - In: Economics letters 188 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012227832

Residual Log-Periodogram Inference for Long-Run Relationships

Hassler, Uwe; Marmol, Francesc; Velasco, Carlos - 2002

that guarantee consistent estimation of persistence from residuals. At the same time limiting normality is derived, which …

Persistent link: https://www.econbiz.de/10010323712

Residual log-periodogram inference for long-run relationships

Hassler, Uwe; Mármol, Francesc; Velasco, Carlos - 2002

that guarantee consistent estimation of persistence from residuals. At the same time limiting normality is derived, which …

Persistent link: https://www.econbiz.de/10011524765

Residual Log-Periodogram Inference for Long-Run-Relationships

Hassler, Uwe; Marmol, Francesc; Velasco, Carlos - Fachbereich Rechts- und Wirtschaftswissenschaften, … - 2002

that guarantee consistent estimation of persistence from residuals. At the same time limiting normality is derived, which …

Persistent link: https://www.econbiz.de/10008587212

Inference on the Cointegration Rank in Fractionally Integrated Processes

Breitung, Joerg; Hassler, Uwe - Society for Computational Economics - SCE - 2001

For univariate time series we suggest a new variant of efficient score tests against fractional alternatives. This test has three important merits. First, by means of simulations we observe that it is superior in terms of size and power in some situations of practical interest. Second, it is...

Persistent link: https://www.econbiz.de/10005132878

The limiting normality of the test statistic for the two-sample problem induced by a convex sum distance

Fueda, Kaoru - In: Annals of the Institute of Statistical Mathematics 48 (1996) 2, pp. 337-347

Persistent link: https://www.econbiz.de/10005169299