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An I(d) model with trend and c...
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Abadir, Karim M.
29
Distaso, Walter
17
Giraitis, Liudas
12
Corradi, Valentina
7
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5
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Econometric theory
17
Journal of econometrics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of time series econometrics
2
Bulletin of economic research
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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OLC EcoSci
ECONIS (ZBW)
221
RePEc
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EconStor
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Order Invariability of Idempotent Matrix
Abadir, Karim M.
;
Distaso, Walter
;
Dastoor, Naorayex K.
- In:
Econometric theory
14
(
1998
)
3
,
pp. 385
Persistent link: https://www.econbiz.de/10006993028
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7
The square root of a matrix
Abadir, Karim M.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10010097498
Saved in:
8
Macroeconomic determinants of stock volatility and volatility premiums
Corradi, Valentina
;
Distaso, Walter
;
Mele, Antonio
- In:
Journal of monetary economics
60
(
2013
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10010098203
Saved in:
9
Testing for unit root processes in random coefficient autoregressive models
Distaso, Walter
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 581
Persistent link: https://www.econbiz.de/10007894496
Saved in:
10
Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
Awartani, Basel
;
Corradi, Valentina
;
Distaso, Walter
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10008248858
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