An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models
No abstract is available for this item.
|Date of creation:||01 Jul 2002|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.cepremap.cnrs.fr/sce2002.html/|
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gary Koop & Simon M. Potter, 1998.
"Dynamic asymmetries in US unemployment,"
ESE Discussion Papers
15, Edinburgh School of Economics, University of Edinburgh.
- Marco Bianchi & Gylfi Zoega, 1998.
"Unemployment persistence: does the size of the shock matter?,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 13(3), pages 283-304.
- Zoega, Gylfi, 1994. "Unemployment Persistence: Does the Size of the Shock Matter?," CEPR Discussion Papers 1082, C.E.P.R. Discussion Papers.
- Bianchi, Marco & Zoega, Gylfi, 1995. "Unemployment Persistence : Does the Size of the Shock Matter ?," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1995014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Marco Bianchi & Gylfi Zoega, 1996. "Unemployment persistence: Does the size of the shock matter?," Bank of England working papers 50, Bank of England.
- Francis X. Diebold & Glenn D. Rudebusch, 1988.
"Long memory and persistence in aggregate output,"
Finance and Economics Discussion Series
7, Board of Governors of the Federal Reserve System (U.S.).
- Chong, Terence Tai-Leung, 2000.
"Estimating the differencing parameter via the partial autocorrelation function,"
Journal of Econometrics,
Elsevier, vol. 97(2), pages 365-381, August.
- Terence Tai-Leung, Chong, 1998. "Estimating the Differencing Parameter Via the Partial Autocorrelation Function," Departmental Working Papers _088, Chinese University of Hong Kong, Department of Economics.
- Cheung, Yin-Wong & Lai, Kon S, 1993. "A Fractional Cointegration Analysis of Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 103-12, January.
- Cheung, Yin-Wong & Diebold, Francis X., 1994.
"On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean,"
Journal of Econometrics,
Elsevier, vol. 62(2), pages 301-316, June.
- Yin-Wong Cheung & Francis X. Diebold, 1993. "On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean," Working Papers 93-5, Federal Reserve Bank of Philadelphia.
- Yin-Wong Cheung & Francis X. Diebold, 1990. "On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean," Discussion Paper / Institute for Empirical Macroeconomics 34, Federal Reserve Bank of Minneapolis.
- Tieslau, Margie A. & Schmidt, Peter & Baillie, Richard T., 1996. "A minimum distance estimator for long-memory processes," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 249-264.
- Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
- Nuno Crato & Philip Rothman, . "Measuring Hysteresis in Unemployment Rates with Long Memory Models," Working Papers 9619, East Carolina University, Department of Economics.
- Chung, Ching-Fan & Baillie, Richard T, 1993. "Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models," Empirical Economics, Springer, vol. 18(4), pages 791-806.
When requesting a correction, please mention this item's handle: RePEc:sce:scecf2:285. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)
If references are entirely missing, you can add them using this form.