| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION |
1 |
2 |
11 |
46 |
2 |
3 |
20 |
91 |
| A Pure-Jump Transaction-Level Price Model Yielding Cointegration |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
74 |
| ACKNOWLEDGEMENT OF PRIORITY FOR “ASYMPTOTICS FOR THE LOW‐FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG‐MEMORY TIME SERIES” |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |
| ASYMPTOTICS FOR THE LOW‐FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG‐MEMORY TIME SERIES |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
6 |
| AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG‐MEMORY TIME SERIES |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
4 |
| An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series |
0 |
0 |
3 |
3 |
1 |
1 |
4 |
5 |
| An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
30 |
| An information-theoretic framework for robustness |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
38 |
| Assessing the value of demand sharing in supply chains |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Asymptotics for duration-driven long range dependent processes |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
68 |
| Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
2 |
| CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
65 |
| CROSS‐VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Computationally efficient methods for two multivariate fractionally integrated models |
0 |
0 |
1 |
50 |
1 |
1 |
3 |
141 |
| Corrigendum to "Estimating Long Memory in Volatility" |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
114 |
| Drift in Transaction-Level Asset Price Models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
13 |
| ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
3 |
| Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
28 |
| Estimating Long Memory in Volatility |
0 |
0 |
1 |
320 |
1 |
1 |
2 |
835 |
| Estimating fractional cointegration in the presence of polynomial trends |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
182 |
| Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
61 |
| Estimation of α, β and portfolio weights in a pure-jump model with long memory in volatility |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
5 |
| Forecasting and information sharing in supply chains under ARMA demand |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
13 |
| Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment |
0 |
1 |
2 |
192 |
0 |
2 |
5 |
441 |
| LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
53 |
| Linear Trend with Fractionally Integrated Errors |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
| Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Model selection for least absolute deviations regression in small samples |
0 |
0 |
0 |
130 |
0 |
0 |
2 |
255 |
| Multiple-Predictor Regressions: Hypothesis Testing |
0 |
1 |
5 |
88 |
0 |
1 |
8 |
289 |
| Multistep forecasting of long memory series using fractional exponential models |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
115 |
| ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS |
0 |
1 |
1 |
38 |
0 |
2 |
2 |
105 |
| On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series |
0 |
0 |
1 |
50 |
1 |
1 |
2 |
209 |
| Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Predictive Regressions: A Reduced-Bias Estimation Method |
0 |
1 |
4 |
81 |
0 |
1 |
12 |
256 |
| Predictive regression with order-p autoregressive predictors |
0 |
0 |
0 |
58 |
1 |
1 |
6 |
278 |
| Semiparametric Estimation of Multivariate Fractional Cointegration |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
78 |
| Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion |
0 |
0 |
2 |
24 |
4 |
4 |
8 |
66 |
| TESTING FOR LONG MEMORY IN VOLATILITY |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
60 |
| The FEXP estimator for potentially non-stationary linear time series |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
39 |
| The Local Whittle Estimator of Long-Memory Stochastic Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
204 |
| The Slow Convergence of Ordinary Least Squares Estimators of α, β and Portfolio Weights under Long‐Memory Stochastic Volatility |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
11 |
| The averaged periodogram estimator for a power law in coherency |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
63 |
| The impact of unsuspected serial correlations on model selection in linear regression |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
87 |
| The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series |
0 |
0 |
3 |
11 |
1 |
1 |
6 |
29 |
| The value of sharing disaggregated information in supply chains |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
27 |
| Total Journal Articles |
1 |
6 |
39 |
1,445 |
16 |
30 |
103 |
4,462 |
LogEc is hosted by the
Örebro University School of Business.