Narrow search
Showing 1 - 10 of 10
Cover Image
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan; Martin, Gael M.; Frazier, David T.; … - 2022
Persistent link: https://www.econbiz.de/10013494329
Cover Image
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - 2013 - Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
Cover Image
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - 2012
Persistent link: https://www.econbiz.de/10009565411
Cover Image
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - In: Journal of econometrics 188 (2015) 1, pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
Cover Image
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2014 - Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Cover Image
Properties of the sieve bootstrap for fractionally integrated and non-invertible processes
Poskitt, Donald Stephen - 2006
Persistent link: https://www.econbiz.de/10003361014
Cover Image
Computing bayes : from then 'til now
Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2022
Persistent link: https://www.econbiz.de/10013494406
Cover Image
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2020
Persistent link: https://www.econbiz.de/10012607643
Cover Image
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - 2020 - (Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Cover Image
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487
Persistent link: https://www.econbiz.de/10012483405