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Contemporaneous aggregation of linear dynamic models in large economies
Zaffaroni, Paolo - In: Journal of econometrics 120 (2004) 1, pp. 75-102
Persistent link: https://www.econbiz.de/10001998874
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Aggregation and memory of models of changing volatility
Zaffaroni, Paolo - In: Journal of econometrics 136 (2007) 1, pp. 237-249
Persistent link: https://www.econbiz.de/10003401656
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Whittle estimation of EGARCH and other exponential volatility models
Zaffaroni, Paolo - In: Journal of econometrics 151 (2009) 2, pp. 190-200
Persistent link: https://www.econbiz.de/10003877967
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The construction and estimation of continuous time models and discrete approximations in econometrics
Robinson, Peter M. - In: Journal of econometrics 6 (1977) 2, pp. 173-197
Persistent link: https://www.econbiz.de/10002712674
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The estimation of misspecified long memory models
Robinson, Peter M. - In: Journal of econometrics 178 (2014) 1, pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
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Nonparametric trending regression with cross-sectional dependence
Robinson, Peter M. - In: Journal of econometrics 169 (2012) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10009666775
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Contemporaneous aggregation of linear dynamic models in large economies
Zaffaroni, Paolo - In: Journal of econometrics 120 (2004) 1, pp. 75-102
Persistent link: https://www.econbiz.de/10006757761
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Gaussian inference on certain long-range dependent volatility models
Zaffaroni, Paolo; d'Italia, Banca - In: Journal of econometrics 115 (2003) 2, pp. 199-258
Persistent link: https://www.econbiz.de/10001768297
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A goodness-of-fit test for models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 973-1013
Persistent link: https://www.econbiz.de/10007859764
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A goodness-of-fit test for ARCH models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 835-875
Persistent link: https://www.econbiz.de/10007859768