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~institution:"London School of Economics and Political Science"
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Estimation theory
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ECONIS (ZBW)
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
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contributor
)
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2005
Persistent link: https://www.econbiz.de/10002814643
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2
Periodic time series models : a structural approach
Tripodis, Yorghos
(
contributor
);
Penzer, Jeremy
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075167
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3
Modelling memory of economic and financial time series
Robinson, Peter M.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814614
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4
A note on testing for multi-modality with dependent data
Chan, K. S.
(
contributor
);
Tong, Howell
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755597
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5
Least absolute deviations estimation for ARCH and GARCH models
Peng, Liang
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755629
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6
Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C.
(
contributor
);
Yao, Qiwei
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075170
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7
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10002814674
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8
A parametric bootstrap test for cycles
Dalla, Violetta
(
contributor
);
Hidalgo, Javier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814628
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9
International patterns of growth : II. persistence, path dependence, and sustained take-off in growth transition
Quah, Danny
(
contributor
)
-
1992
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001572798
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10
Single season heteroscedasticity in time series
Tripodis, Yorghos
(
contributor
);
Penzer, Jeremy
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018
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