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Theorie
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Martin, Gael M.
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Poskitt, Donald Stephen
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11
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32
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ECONIS (ZBW)
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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
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2
Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
Saved in:
3
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
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4
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
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5
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
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6
Strongly consistent determination of cointegrating rank via canonical correlations
Poskitt, Donald Stephen
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 77-90
Persistent link: https://www.econbiz.de/10001441609
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7
A note on autoregressive modeling
Poskitt, Donald Stephen
- In:
Econometric theory
10
(
1994
)
5
,
pp. 884-899
Persistent link: https://www.econbiz.de/10001175053
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8
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
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9
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
10
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
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