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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000
Persistent link: https://www.econbiz.de/10001512674
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Nonparametric estimation of additive nonlinear ARX time series : local linear fitting and projections
Cai, Zongwu; Masry, Elias - In: Econometric theory 16 (2000) 4, pp. 465-501
Persistent link: https://www.econbiz.de/10001517328
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Bias-free nonparametric estimation of intra-day trade activity measures
Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2000
Persistent link: https://www.econbiz.de/10001517885
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A simple test of the law of demand for the United States
Zambrano, Eduardo; Vogelsang, Timothy J. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 4, pp. 1011-1020
Persistent link: https://www.econbiz.de/10001500180
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Testing growth convergence with time series data : a non-parametric approach
Lindén, Mikael - In: International review of applied economics 14 (2000) 3, pp. 361-370
Persistent link: https://www.econbiz.de/10001507502
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Long memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10001508112
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Nonparametric estimation of generalized impulse response function
Tschernig, Rolf; Yang, Lijian - 2000
Persistent link: https://www.econbiz.de/10001531799
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Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data
Crawford, Ian - 1999
Persistent link: https://www.econbiz.de/10001432892
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Seasonal and cyclical long-memory in time series 1
Arteche, Jesus Maria - 1998
Persistent link: https://www.econbiz.de/10001436972
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Nonlinear and nonparametric methods for analyzing financial time series
Franke, Jürgen - In: Operations research proceedings 1998 : selected papers …, (pp. 271-282). 1999
Persistent link: https://www.econbiz.de/10001437551