Similar Search Results

Do long-memory models have long memory?

Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 29-40). 1998

Persistent link: https://www.econbiz.de/10001440033

Power and bias of likelihood based inference in the cointegration model under fractional cointegration

Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 57-68). 1998

Persistent link: https://www.econbiz.de/10001440089

Bootstrap testing for fractional integration

Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 77-90). 1998

Persistent link: https://www.econbiz.de/10001440091

Robust testing for fractional integration using the bootstrap

Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 91-111). 1998

Persistent link: https://www.econbiz.de/10001440092

On testing and forecasting in fractionally integrated time series models

Andersson, Michael K. - 1998

Persistent link: https://www.econbiz.de/10001372216

Bayesian analysis of vector autoregressions

Karlsson, Sune - 1989

Persistent link: https://www.econbiz.de/10000803556

Least squares estimates in bivariate VAR systems

Brännström, Tomas; Karlsson, Sune - 1993

Persistent link: https://www.econbiz.de/10000869852

Testing and correcting for sample selection bias in discrete choice contingent valuation studies

Eklöf, Jan A.; Karlsson, Sune - 1997

Persistent link: https://www.econbiz.de/10000961922

Lag-length selection in VAR-models using equal and unequal lag-length procedures

Gredenhoff, Mikael P.; Karlsson, Sune - 1997

Persistent link: https://www.econbiz.de/10000968575

Asymptotics for Random Effects Models with Serial Correlation

Skoglund, Jimmy - 2013

This paper considers the large sample behavior of the maximum likelihood estimator of random effects models. Consistent estimation and asymptotic normality as N and/or T grows large is established for a comprehensive specification which allows for serial correlation in the form of AR(1) for the...

Persistent link: https://www.econbiz.de/10013084240