Comment

Journal of Business and Economic Statistics

Volumn 16, Issue 3, 1998, Pages 269-271

  Geweke, John ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011189164     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1998.10524762     Document Type: Article

References (7)

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2. Granger, C. W. J., and Ding, Z. (1996), “Varieties of Long-Memory Models,” Journal of Econometrics, 73, 61-77.
3. Boilerslev, T. (1986), “Generalized Autoregressive Conditional Het-eroskedasticity,” Journal of Econometrics, 31, 307-327.
4. Faust, J., and Leeper, E. (1997), “When Do Long-Run Identifying Restrictions Give Reliable Results?” Journal of Business &Economic Statistics, 15, 345-353.
5. Geweke, J. (in press), “Using Simulation Methods for Bayesian Econometric Models: Inference, Development and Communication,” with discussion and rejoinder, Econometric Reviews, 17.
6. Henry, M., and Robinson, R M. (1996), “Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range Dependence,” in Athens Conference on Applied Probability and Time Series Analysis in Memory of E. J. Hannan, eds. P. M. Robinson and M. Rosenblatt, New York: Springer-Verlag, pp. 220-232.
7. Sims, C. A. (1971), “Distributed Lag Estimation When the Parameter Space Is Explicitly Infinite-dimensional,” The Annals of Mathematical Statistics, 42, 1622-1636.