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Volumn 23, Issue 4, 2007, Pages 557-614

Regression with slowly varying regressors and nonlinear trends

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EID: 34247647601     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466607070260     Document Type: Article
Times cited : (52)

References (19)
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  • 5
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    • Hurvich, C.M., R. Deo, & J. Brodsky (1998) The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series. Journal of Time Series Analysis 19, 19-46.
    • (1998) Journal of Time Series Analysis , vol.19 , pp. 19-46
    • Hurvich, C.M.1    Deo, R.2    Brodsky, J.3
  • 12
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    • Unit root log periodogram regression
    • forthcoming
    • Phillips, P.C.B. (2006) Unit root log periodogram regression. Journal of Econometrics (forthcoming).
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    • Phillips, P.C.B.1
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    • 34247552905 scopus 로고    scopus 로고
    • Regression with an evaporating logarithmic trend
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    • (2003) Econometric Theory , vol.19 , pp. 692-701
    • Phillips, P.C.B.1    Sun, Y.2
  • 15
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    • Strong approximation for long memory processes with applications
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    • Wang, Q.1    Lin, Y.-X.2    Gulati, C.M.3
  • 18
    • 70350103507 scopus 로고
    • Estimation and inference for dependent processes
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    • Wooldridge, J.M. (1994) Estimation and inference for dependent processes. In R.F. Engle & D.L. McFadden (eds.), Handbook of Econometrics, vol. 4. North-Holland.
    • (1994) Handbook of Econometrics , vol.4
    • Wooldridge, J.M.1
  • 19
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    • Wu, C.-F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.