Similar Search Results

Locally time homogeneous time series modelling

Elagin, Mstislav; Spokojnyj, Vladimir G. - 2008

Persistent link: https://www.econbiz.de/10003805435

Locally adaptive estimation methods with application to univariate time series

Elagin, Mstislav - 2008

Persistent link: https://www.econbiz.de/10003809691

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

Athanasopoulos, George; Guillén, Osmani Teixeira de … - 2009

Persistent link: https://www.econbiz.de/10003810687

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown

Ranasinghe, Kulan (contributor); … - 2008 - January 2008

Persistent link: https://www.econbiz.de/10003778327

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown

Ranasinghe, Kulan (contributor); … - 2008 - June 2008

Persistent link: https://www.econbiz.de/10003778333

Estimating the error distribution in multivariate heteroscedastic time series models

Kim, Gunky; Silvapulle, Mervyn J.; Silvapulle, Paramsothy - 2007

Persistent link: https://www.econbiz.de/10003486438

Semiparametric estimation of the dependence parameter of the error terms in multivariate regression

Kim, Gunky; Silvapulle, Mervyn J.; Silvapulle, Paramsothy - 2007

Persistent link: https://www.econbiz.de/10003486458

Econometric specification of input demand systems implied by cost function representations

McLaren, Keith Robert; Zhao, Xueyan - 2009

Persistent link: https://www.econbiz.de/10003852043

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