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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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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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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
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Estimating demand with varied levels of aggregation
Grose, Simone D.; McLaren, Keith Robert - 2000
Persistent link: https://www.econbiz.de/10001479231
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An EM algorithm for modelling variably-aggregated demand
Grose, Simone D.; McLaren, Keith Robert - 2000
Persistent link: https://www.econbiz.de/10001479233
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The locally unbiased two-sided Durbin-Watson test
Grose, Simone D. - In: Economics letters 35 (1991) 4, pp. 401-407
Persistent link: https://www.econbiz.de/10001105637
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A state space framework for automatic forecasting using exponential smoothing methods
Hyndman, Rob J.; Koehler, Anne B.; Snyder, Ralph D.; … - In: International journal of forecasting 18 (2002) 3, pp. 439-454
Persistent link: https://www.econbiz.de/10001690087
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US deficit sustainability : a new approach based on multiple endogenous breaks
Martin, Gael M. - In: Journal of applied econometrics 15 (2000) 1, pp. 83-105
Persistent link: https://www.econbiz.de/10001465108
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Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M. - 1997
Persistent link: https://www.econbiz.de/10000978697
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U.S. deficit sustainablitity : a new approach based on multiple endogenous breaks
Martin, Gael M. - 1998
Persistent link: https://www.econbiz.de/10000983135