Narrow search
Showing 1 - 10 of 14
Cover Image
Exact local Whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi - In: Journal of econometrics 169 (2012) 2, pp. 266-278
Persistent link: https://www.econbiz.de/10009673193
Cover Image
Gaussian semiparametric estimation of multivariate fractionally integrated processes
Shimotsu, Katsumi - In: Journal of econometrics 137 (2007) 2, pp. 277-310
Persistent link: https://www.econbiz.de/10003441725
Cover Image
Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C.B. - In: Journal of econometrics 130 (2006) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006748300
Cover Image
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
Nielsen, Morten Ørregaard; Shimotsu, Katsumi - In: Journal of econometrics 141 (2007) 2, pp. 574-596
Persistent link: https://www.econbiz.de/10007859777
Cover Image
Gaussian semiparametric estimation of multivariate fractionally integrated processes
Shimotsu, Katsumi - In: Journal of econometrics 137 (2007) 2, pp. 277-310
Persistent link: https://www.econbiz.de/10007604730
Cover Image
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Journal of econometrics 146 (2008) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10008109081
Cover Image
Exact local Whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi - In: Journal of econometrics 169 (2012) 2, pp. 266-279
Persistent link: https://www.econbiz.de/10009987064
Cover Image
Empirical likelihood block bootstrapping
Allen, Jason; Gregory, Allan W.; Shimotsu, Katsumi - In: Journal of econometrics 161 (2011) 2, pp. 110-122
Persistent link: https://www.econbiz.de/10008877473
Cover Image
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Journal of econometrics 146 (2008) 1, pp. 92-107
Persistent link: https://www.econbiz.de/10008881133
Cover Image
Empirical likelihood block bootstrapping
Allen, Jason; Gregory, Allan W.; Shimotsu, Katsumi - In: Journal of econometrics 161 (2011) 2, pp. 110-121
Persistent link: https://www.econbiz.de/10009242200