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Efficient forecasts or measurement errors? : some evidence for revisions to United Kingdom GDP

Patterson, Kerry D.; Heravi, Saeed M. - 1990 - Preliminary draft

Persistent link: https://www.econbiz.de/10000794106

Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the long-memory parameter for real exchange rates

Heravi, Saeed M.; Patterson, Kerry D. - In: The Manchester School 73 (2005) 2, pp. 165-213

Persistent link: https://www.econbiz.de/10002719250

Log-periodogram estimation of the long-memory parameter : a review and evaluation of competing estimators

Heravi, Saeed M.; Patterson, Kerry D. - 2013

Persistent link: https://www.econbiz.de/10010201225

Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?

Heravi, Saeed M.; Patterson, Kerry D. - In: International journal of computational economics and … 11 (2021) 3, pp. 201-221

Persistent link: https://www.econbiz.de/10012597684

Optimal and Adaptive Semi-Parametric Narrowband and Broadband and Maximum Likelihood Estimation of the Long-Memory Parameter for Real Exchange Rates

Heravi, Saeed M.; Patterson, Kerry D. - 2005

The nature of the time series properties of real exchange rates remains a contentious issue primarily because of the implications for purchasing power parity. In particular are real exchange rates best characterized as stationary and non-persistent; nonstationary but non-persistent; or...

Persistent link: https://www.econbiz.de/10014066442