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NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER
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- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 20 December 2022, pp. 1-25
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WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION
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- Econometric Theory , First View
- Published online by Cambridge University Press:
- 05 December 2022, pp. 1-16
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INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES
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- Econometric Theory / Volume 39 / Issue 3 / June 2023
- Published online by Cambridge University Press:
- 28 March 2022, pp. 443-480
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TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS
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- Econometric Theory / Volume 36 / Issue 4 / August 2020
- Published online by Cambridge University Press:
- 01 July 2019, pp. 751-772
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THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
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- Econometric Theory / Volume 32 / Issue 5 / October 2016
- Published online by Cambridge University Press:
- 11 May 2015, pp. 1095-1139
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A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
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- Econometric Theory / Volume 28 / Issue 3 / June 2012
- Published online by Cambridge University Press:
- 25 November 2011, pp. 671-679
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A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC
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- Econometric Theory / Volume 25 / Issue 6 / December 2009
- Published online by Cambridge University Press:
- 01 December 2009, pp. 1515-1544
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SEASONALITY IN ECONOMIC MODELS
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- Journal:
- Macroeconomic Dynamics / Volume 8 / Issue 3 / June 2004
- Published online by Cambridge University Press:
- 10 June 2004, pp. 362-394
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EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
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- Journal:
- Econometric Theory / Volume 20 / Issue 1 / February 2004
- Published online by Cambridge University Press:
- 05 March 2004, pp. 116-146
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