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Estimators of long-memory : fourier versus wavelets
Fay͏̈, Gilles; Moulines, Eric; Roueff, François; … - In: Journal of econometrics 151 (2009) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10003877962
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - In: Journal of econometrics 205 (2018) 1, pp. 249-279
Persistent link: https://www.econbiz.de/10012110263
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Statistical inference on cointegration rank in error correction models with stationary covariates
Seo, Byeongseon - In: Journal of econometrics 85 (1998) 2, pp. 339-385
Persistent link: https://www.econbiz.de/10001240187
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System estimators of cointegrating matrix in absence of normalising information
Yang, Minxian - In: Journal of econometrics 85 (1998) 2, pp. 317-337
Persistent link: https://www.econbiz.de/10001240188
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Adaptive estimation of cointegration regressions with ARMA errors
Hodgson, Douglas J. - In: Journal of econometrics 85 (1998) 2, pp. 231-267
Persistent link: https://www.econbiz.de/10001240194
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Analysis of cointegration vectors using the GMM approach
Quintos, Carmela E. - In: Journal of econometrics 85 (1998) 1, pp. 155-188
Persistent link: https://www.econbiz.de/10001240377
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Representations of I (2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels - In: Journal of econometrics 84 (1998) 2, pp. 303-325
Persistent link: https://www.econbiz.de/10001241544
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Test for partial parameter instability in regressions with I(1) processes
Kuo, Biing-shen - In: Journal of econometrics 86 (1998) 2, pp. 337-368
Persistent link: https://www.econbiz.de/10001243482
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Tests for cointegration with infinite variance errors
Caner, Mehmet - In: Journal of econometrics 86 (1998) 1, pp. 155-175
Persistent link: https://www.econbiz.de/10001243863
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Pitfalls in testing for long run relationships
Gonzalo, Jesús - In: Journal of econometrics 86 (1998) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10001243864