Similar Search Results - EconBiz

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544

Cointegration for the applied economist

Bhaskara Rao, Buddhavarapu (ed.) - 1994 - 1. publ

Persistent link: https://www.econbiz.de/10000414548

The foundations of econometric analysis

Hendry, David F. (ed.); Morgan, Mary S. (contributor) - 1995

Persistent link: https://www.econbiz.de/10000375361

Ein dynamisches Schätzverfahren für latente Variablen in Zeitreihenanalysen

Tölke, Ingeborg - 1986

Persistent link: https://www.econbiz.de/10000080273

Tests for market model instability : an empirical comparison of tests using recursive residuals

Knif, Johan - 1988

Persistent link: https://www.econbiz.de/10000126783

Money-income causality and the neutrality of money

Bergman, Michael U.; Warne, Anders - 1993

Persistent link: https://www.econbiz.de/10000141257

Kernel regression estimation with time series error

Hart, Jeffrey D. - 1988

Persistent link: https://www.econbiz.de/10000009129

Stochastic modelling of social processes

Diekmann, Andreas (contributor); Mitter, Peter (contributor) - 1984

Persistent link: https://www.econbiz.de/10000688225

Dynamic regression analysis and forecasting with microcomputers : classical and state space methods

Vishwakarma, Keshav P. - 1985 - Rev

Persistent link: https://www.econbiz.de/10000689647

State-space models with regime switching : classical and Gibbs-sampling approaches with applications

Kim, Chang-jin; Nelson, Charles R. - 1999

Persistent link: https://www.econbiz.de/10000672140

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