Results: 14
Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 386, doi. 10.1111/jtsa.12478
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Editorial Announcement.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 385, doi. 10.1111/jtsa.12477
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Order Selection and Inference with Long Memory Dependent Data.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 425, doi. 10.1111/jtsa.12476
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- Article
Long Memory, Realized Volatility and Heterogeneous Autoregressive Models.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 609, doi. 10.1111/jtsa.12470
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- Article
Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 447, doi. 10.1111/jtsa.12465
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- Article
A Generalised Fractional Differencing Bootstrap for Long Memory Processes.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 467, doi. 10.1111/jtsa.12460
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- Article
Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 493, doi. 10.1111/jtsa.12451
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Fixed Bandwidth Inference for Fractional Cointegration.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 544, doi. 10.1111/jtsa.12455
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- Article
The Slow Convergence of Ordinary Least Squares Estimators of α, β and Portfolio Weights under Long‐Memory Stochastic Volatility.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 590, doi. 10.1111/jtsa.12445
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- Article
A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 411, doi. 10.1111/jtsa.12444
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- Article
Bayesian Inference for ARFIMA Models.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 388, doi. 10.1111/jtsa.12443
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- Article
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 519, doi. 10.1111/jtsa.12438
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- Article
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects.
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- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 573, doi. 10.1111/jtsa.12436
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- Article
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 4, p. 383, doi. 10.1111/jtsa.12414
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- Article