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

Linear regression analysis of economic time series

Koopmans, Tjalling - 1937

Persistent link: https://www.econbiz.de/10000372287

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

Die konjunkturelle Entwicklung in der Bundesrepublik : Ergebnisse von Schätzungen alternativer aggregierter Konjunkturmodelle

Wolters, Jürgen; Kuhbier, Peter; Buscher, Herbert S. - 1990

Persistent link: https://www.econbiz.de/10000081913

Monte Carlo studies of econometric estimators of evolutionary parameter structures

Los, Cornelis A.; Kell, Christopher M. - 1985 - Rev

Persistent link: https://www.econbiz.de/10000082867

Estimating linear filters with errors in variables using the Hilbert transform

Hinich, Melvin J.; Weber, Warren E. - 1984

Persistent link: https://www.econbiz.de/10000082985

Qualitative analysis and econometric estimation of continuous time dynamic models

Gandolfo, Giancarlo - 1981

Persistent link: https://www.econbiz.de/10000071957

Robust methods and asymptotic theory in nonlinear econometrics

Bierens, Herman J. - 1981

Persistent link: https://www.econbiz.de/10000073925

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