EconStor >

Search Results


Results 11-20 of 1065.

Item hits:

DateTitle Authors
2002 On Conditional Density Estimationde Gooijer, Jan G. / Zerom, Dawit
2009 Fully modified Narrow-Band least squares estimation of weak fractional cointegrationFrederiksen, Per / Nielsen, Morten Ørregaard
2008 A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statisticNielsen, Morten Ørregaard
2008 Likelihood inference for a nonstationary fractional autoregressive modelJohansen, Søren / Nielsen, Morten Ørregaard
2009 Nearly efficient likelihood ratio tests of the unit root hypothesisJansson, Michael / Nielsen, Morten Ørregaard
2008 Fully modified narrow-band least squares estimation of stationary fractional cointegrationNielsen, Morten Ørregaard / Frederiksen, Per
2011 Asymptotics for the conditional-sum-of-squares estimator in fractional time series modelsNielsen, Morten Ørregaard
2009 Local polynomial Whittle estimation of perturbed fractional processesFrederiksen, Per / Nielsen, Frank S. / Nielsen, Morten Ørregaard
2004 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model SelectionCorradi, Valentina / Swanson, Norman R.
1998 A Markov Switching CookbookMizrach, Bruce / Watkins, James

Back 1 2 3 4 5 6 7 8 9 10 11 Next