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