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Nonstationarity-extended local Whittle estimation
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 141 (2007) 2, pp. 1353-1384
Persistent link: https://www.econbiz.de/10007859750
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Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-70
Persistent link: https://www.econbiz.de/10008250604
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An I() model with trend and cycles
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 163 (2011) 2, pp. 186-200
Persistent link: https://www.econbiz.de/10009163369
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Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10008896996
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An I(d) model with trend and cycles
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 163 (2011) 2, pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
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Two estimators of the long-run variance : beyond short memory
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-70
Persistent link: https://www.econbiz.de/10003847512
Cover Image
Nonstationarity-extended local Whittle estimation
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 141 (2007) 2, pp. 1353-1384
Persistent link: https://www.econbiz.de/10003571465
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Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim M.; Distaso, Walter - In: Journal of econometrics 140 (2007) 2, pp. 695-718
Persistent link: https://www.econbiz.de/10007761417
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Design-free estimation of variance matrices
Abadir, Karim Maher; Distaso, Walter; Žikeš, Filip - In: Journal of econometrics 181 (2014) 2, pp. 165-180
Persistent link: https://www.econbiz.de/10010473319
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Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim Maher; Distaso, Walter - In: Journal of econometrics 140 (2007) 2, pp. 695-718
Persistent link: https://www.econbiz.de/10003569955