QMLE for Quadratic ARCH Model with Long Memory.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 4, p. 535, doi. 10.1111/jtsa.12227
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2017 AND VI 38 AND IP 4
Results: 6
1
2
Detecting at-Most-m Changes in Linear Regression Models.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 4, p. 552, doi. 10.1111/jtsa.12228
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- Publication type:
- Article
3
A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 4, p. 591, doi. 10.1111/jtsa.12229
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- Publication type:
- Article
4
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 4, p. 513, doi. 10.1111/jtsa.12214
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- Publication type:
- Article
5
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 4, p. 511, doi. 10.1111/jtsa.12218
- Publication type:
- Article
6
Testing for Panel Cointegration Using Common Correlated Effects Estimators.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 4, p. 610, doi. 10.1111/jtsa.12234
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- Publication type:
- Article