Pages that link to "Item:Q5093215"
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The following pages link to Estimation and inference for impulse response functions from univariate strongly persistent processes (Q5093215):
Displaying 12 items.
- Impulse response confidence intervals for persistent data: what have we learned? (Q1027372) (← links)
- Frequency domain inference for univariate impulse responses (Q1292332) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Estimating impulse response functions when the shock series is observed (Q2421464) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- Comparison of bootstrap confidence intervals for impulse responses of German monetary systems (Q2739291) (← links)
- Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- Peter Schmidt: Econometrician and consummate professional (Q5864449) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)
- An extended exponential SEMIFAR model with application in R (Q6641313) (← links)
