TOC: J Econometrics
Introduction
Journal of Econometrics, 151(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
Local inference for locally stationary time series based on the empirical spectral measure
–Rainer Dahlhaus [] []
Goodness of fit for lattice processes
–Javier Hidalgo [] []
Inference on transformed stationary time series
–Yuzo Hosoya, Takahiro Terasaka [] []
An automatic Portmanteau test for serial correlation
–J. Carlos Escanciano, Ignacio N. Lobato [] []
Long memory and long run variation?
–Peter C.B. Phillips [] []
Estimators of long-memory: Fourier versus wavelets
–Gilles Faÿ, Eric Moulines, François Roueff, Murad S. Taqqu [] []
A Wald test for the cointegration rank in nonstationary fractional systems?
–Marco Avarucci, Carlos Velasco [] []
Whittle estimation of EGARCH and other exponential volatility models
–Paolo Zaffaroni [] []