Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 2, p. -1, doi. 10.1515/1941-1928.1122
- By:
- Publication type:
- Article
Works matching IS 19411928 AND DT 2012 AND VI 4 AND IP 2
Results: 5
1
2
Testing for Cointegration in the Presence of Moving Average Errors.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 2, p. -1, doi. 10.1515/1941-1928.1124
- By:
- Publication type:
- Article
3
The Square Root of a Matrix.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 2, p. -1, doi. 10.1515/1941-1928.1140
- By:
- Publication type:
- Article
4
Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 2, p. -1, doi. 10.1515/1941-1928.1141
- By:
- Publication type:
- Article
5
On the Exact Discretization of a Continuous Time AR(1) Model driven by either Long Memory or Antipersistent Innovations: A Fractional Algebra Approach.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 2, p. -1, doi. 10.1515/1941-1928.1145
- By:
- Publication type:
- Article