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Book Chapter

Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noise

Series: Advances in Econometrics
Published: 24 April 2023
10.1108/S0731-90532023000045A002
EISBN: 978-1-83753-208-7
ISBN: 978-1-83753-209-4
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Book Chapter

Model Selection for Explosive Models

Series: Advances in Econometrics
Published: 15 April 2020
10.1108/S0731-905320200000041003
EISBN: 978-1-78973-957-2
ISBN: 978-1-78973-958-9
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Book Chapter

Deviance Information Criterion for Comparing VAR Models

Series: Advances in Econometrics
Published: 21 November 2014
10.1108/S0731-905320140000033017
EISBN: 978-1-78441-182-4
ISBN: 978-1-78441-183-1
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Book Chapter

Simulated maximum likelihood estimation of continuous time stochastic volatility models

Series: Advances in Econometrics
Published: 03 December 2010
10.1108/S0731-9053(2010)0000026009
EISBN: 978-0-85724-150-4
ISBN: 978-0-85724-149-8
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