Narrow search
Showing 1 - 10 of 48
Cover Image
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
Davidson, James; Hashimzade, Nigar; Beran, J.; … - In: Econometric theory 24 (2008) 1, pp. 256-293
Persistent link: https://www.econbiz.de/10007896787
Cover Image
REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES
Davidson, James; Hashimzade, Nigar - In: Econometric theory 25 (2009) 6, pp. 1589-1624
Persistent link: https://www.econbiz.de/10008325216
Cover Image
LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
Cover Image
Support for governments and leaders : fractional cointegration analysis of poll evidence from the UK, 1960-2004
Davidson, James E. H.; Peel, David A.; Byers, J. David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10009949861
Cover Image
Strong Laws of Large Numbers for Dependent Heterogeneous Processes: A Synthesis of Recent and New Results
Davidson, J.; Jong, R.de - In: Econometric reviews 16 (1997) 3, pp. 251-280
Persistent link: https://www.econbiz.de/10006923498
Cover Image
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
Wu, Wei Biao; Shao, Xiaofeng; Anderson, T.W.; Andrews, … - In: Econometric theory 23 (2007) 5, pp. 930-951
Persistent link: https://www.econbiz.de/10007762700
Cover Image
LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe; … - In: Econometric theory 24 (2008) 1, pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
Cover Image
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe; Taylor, A.M.Robert; Andrews, D.W.K.; … - In: Econometric theory 24 (2008) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10007896794
Cover Image
ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
Ploberger, Werner; Aït-Sahalia, Y.; Ahn, S.K.; … - In: Econometric theory 24 (2008) 1, pp. 15-42
Persistent link: https://www.econbiz.de/10007896795
Cover Image
ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
Jensen, Søren Tolver; Rahbek, Anders; Andrews, D.; … - In: Econometric theory 23 (2007) 4, pp. 761-766
Persistent link: https://www.econbiz.de/10007732413