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Estimation of mis-specified long memory models
Chen, Willa W.; Deo, Rohit S. - In: Journal of Econometrics 134 (2006) 1, pp. 257-281
Persistent link: https://www.econbiz.de/10005239014
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Estimating fractional cointegration in the presence of polynomial trends
Chen, Willa W.; Hurvich, Clifford M. - In: Journal of Econometrics 117 (2003) 1, pp. 95-121
Persistent link: https://www.econbiz.de/10005192351
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On estimation and testing goodness of fit for m-dependent stable sequences
Deo, Rohit S. - In: Journal of Econometrics 99 (2000) 2, pp. 349-372
Persistent link: https://www.econbiz.de/10005122558
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Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S. - In: Journal of Econometrics 99 (2000) 2, pp. 291-315
Persistent link: https://www.econbiz.de/10005239104