Gaussian Semi-parametric Estimation of Fractional Cointegration.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 3, p. 345, doi. 10.1111/1467-9892.00311
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2003 AND VI 24 AND IP 3
Results: 6
1
2
Likelihood analysis of a first-order autoregressive model with exponential innovations.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 3, p. 337, doi. 10.1111/1467-9892.00310
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- Publication type:
- Article
3
Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 3, p. 253, doi. 10.1111/1467-9892.00306
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- Publication type:
- Article
4
First-Order Autoregressive Processes with Heterogeneous Persistence.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 3, p. 283, doi. 10.1111/1467-9892.00308
- By:
- Publication type:
- Article
5
Default Bayesian Priors for Regression Models with First-Order Autoregressive Residuals.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 3, p. 269, doi. 10.1111/1467-9892.00307
- By:
- Publication type:
- Article
6
PURE SIGNIFICANCE TESTS F THE UNIT ROOT HYPOTHESIS AGAINST NONLINEAR ALTERNATIVES.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 3, p. 253, doi. 10.1111/1467-9892.00306
- By:
- Publication type:
- Article