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~subject:"Estimation"
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Estimation
Theorie
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39
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English
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Martin, Gael M.
17
Forbes, Catherine Scipione
10
Maneesoonthorn, Worapree
9
Poskitt, Donald Stephen
7
Grose, Simone D.
3
Martin, Vance
3
Athanasopoulos, George
2
Li, Chuhui
2
Vahid, Farshid
2
Yao, Wenying
2
Zhao, Xueyan
2
Flynn, David B.
1
Hu, Shuowen
1
Lim, Guay C.
1
Lye, Jenny N.
1
Lütkepohl, Helmut
1
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
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3
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3
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1
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1
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ECONIS (ZBW)
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
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2
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
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3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
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4
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
5
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui
;
Poskitt, Donald Stephen
;
Zhao, Xueyan
-
2016
Persistent link: https://www.econbiz.de/10011781773
Saved in:
6
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui
;
Poskitt, Donald Stephen
;
Zhao, Xueyan
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10012302525
Saved in:
7
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
8
US deficit sustainability : a new approach based on multiple endogenous breaks
Martin, Gael M.
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 83-105
Persistent link: https://www.econbiz.de/10001465108
Saved in:
9
U.S. deficit sustainablitity : a new approach based on multiple endogenous breaks
Martin, Gael M.
-
1998
Persistent link: https://www.econbiz.de/10000983135
Saved in:
10
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
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