Bibliography
2018; Wiley; Linguagem: Inglês
10.1002/9781119470380.biblio
ISSN1940-6347
Autores Tópico(s)Advanced Statistical Methods and Models
ResumoFree Access Bibliography Uwe Hassler, Uwe Hassler Goethe University Frankfurt, GermanySearch for more papers by this author Book Author(s):Uwe Hassler, Uwe Hassler Goethe University Frankfurt, GermanySearch for more papers by this author First published: 28 September 2018 https://doi.org/10.1002/9781119470380.biblioBook Series:Wiley Series in Probability and Statistics AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat References Abadir, K.M., Distaso, W., and Giraitis, L. (2007). Nonstationarity-extended local Whittle estimation. Journal of Econometrics 141: 1353– 1384. Abadir, K.M., Distaso, W., and Giraitis, L. (2009). Two estimators of the long-run variance: beyond short memory. Journal of Econometrics 150: 56– 70. Abadir, K.M., Distaso, W., and Giraitis, L. (2011). An I(d) model with trend and cycles. Journal of Econometrics 163: 186– 199. 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