8th International Academic Conference The Economy in a Changing World: National, Regional and Global Aspects (EWT – 2017), volume 1
Editor
- Veselin Hadzhiev(University of Economics - Varna)
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Carlos Velasco, 1999. "Gaussian Semiparametric Estimation of Non‐stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(1), pages 87-127, January.
- Andrews, Donald W K, 1991.
"Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation,"
Econometrica, Econometric Society, vol. 59(3), pages 817-858, May.
- Donald W.K. Andrews, 1988. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Cowles Foundation Discussion Papers 877, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews, 1988. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Cowles Foundation Discussion Papers 877R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.
- Phillips, Peter C.B., 2007.
"Unit root log periodogram regression,"
Journal of Econometrics, Elsevier, vol. 138(1), pages 104-124, May.
- Peter C.B. Phillips, 1999. "Unit Root Log Periodogram Regression," Cowles Foundation Discussion Papers 1244, Cowles Foundation for Research in Economics, Yale University.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Matteo, T. Di & Aste, T. & Dacorogna, Michel M., 2005.
"Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development,"
Journal of Banking & Finance, Elsevier, vol. 29(4), pages 827-851, April.
- T. Di Matteo & T. Aste & M. M. Dacorogna, 2004. "Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development," Papers cond-mat/0403681, arXiv.org.
- T. Di Matteo & T. Aste & Michel M. Dacorogna, 2005. "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development," Econometrics 0503004, University Library of Munich, Germany.
- Giorgio Canarella & Stephen M. Miller, 2016.
"Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US,"
Working papers
2016-11, University of Connecticut, Department of Economics.
- Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-21, University of Connecticut, Department of Economics.
- Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002. "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers 1363, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B., 2005.
"Hac Estimation By Automated Regression,"
Econometric Theory, Cambridge University Press, vol. 21(1), pages 116-142, February.
- Peter C.B. Phillips, 2004. "HAC Estimation by Automated Regression," Cowles Foundation Discussion Papers 1470, Cowles Foundation for Research in Economics, Yale University.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
- Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
- Matteo Mogliani, 2010.
"Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study,"
Working Papers
halshs-00564897, HAL.
- Matteo Mogliani, 2010. "Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study," PSE Working Papers halshs-00564897, HAL.
- Marcelo Fernandes & Breno Neri, 2010.
"Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes,"
Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 276-306.
- Fernandes, Marcelo, 2001. "Nonparametric entropy-based tests of independence between stochastic processes," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 413, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Antonia López Villavicencio & Josep Lluís Raymond Bara, 2006. "The short and long-run determinants of the real exchange rate in Mexico," Working Papers wpdea0606, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Hansen, Lars Peter & Heaton, John & Luttmer, Erzo G J, 1995.
"Econometric Evaluation of Asset Pricing Models,"
The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 237-274.
- Lars Peter Hansen & John Heaton & Erzo G.J. Luttmer, 1993. "Econometric Evaluation of Asset Pricing Models," NBER Technical Working Papers 0145, National Bureau of Economic Research, Inc.
- Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021.
"Fitting Vast Dimensional Time-Varying Covariance Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 652-668, July.
- Robert Engle & Neil Shephard & Kevin Shepphard, 2008. "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series 2008fe30, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics.
- Alberto Fuertes, 2022. "External adjustment with a common currency: the case of the euro area," Empirical Economics, Springer, vol. 62(5), pages 2205-2238, May.
- C. Lanier Benkard, 2000. "Learning and Forgetting: The Dynamics of Aircraft Production," American Economic Review, American Economic Association, vol. 90(4), pages 1034-1054, September.
- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.
- Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation for Research in Economics, Yale University.
- Ireland, Peter N., 1999.
"Does the time-consistency problem explain the behavior of inflation in the United States?,"
Journal of Monetary Economics, Elsevier, vol. 44(2), pages 279-291, October.
- Peter N. Ireland, 1998. "Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States?," Boston College Working Papers in Economics 415, Boston College Department of Economics.
- Peter Ireland, 1998. "Matlab code for Does the Time-Consistency Problem Explain the Behavior of Inflation in the United States?," QM&RBC Codes 44, Quantitative Macroeconomics & Real Business Cycles.
- Pierre Perron & Yohei Yamamoto, 2022. "Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 389-411, May.
- Horváth, Lajos & Rice, Gregory & Whipple, Stephen, 2016. "Adaptive bandwidth selection in the long run covariance estimator of functional time series," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 676-693.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009.
"Nuisance parameters, composite likelihoods and a panel of GARCH models,"
OFRC Working Papers Series
2009fe03, Oxford Financial Research Centre.
- Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers 458, University of Oxford, Department of Economics.
- Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Papers 2009-W12, Economics Group, Nuffield College, University of Oxford.
- Driver, Ciaran & Trapani, Lorenzo & Urga, Giovanni, 2013. "On the use of cross-sectional measures of forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 29(3), pages 367-377.
- Jeremy Berkowitz & Lutz Kilian, 2000.
"Recent developments in bootstrapping time series,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.
- Jeremy Berkowitz & Lutz Kilian, "undated". "Recent Developments in Bootstrapping Time Series," Finance and Economics Discussion Series 1996-45, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
- Jeremy Berkowitz & Lutz Kilian, 1996. "Recent developments in bootstrapping time series," Finance and Economics Discussion Series 96-45, Board of Governors of the Federal Reserve System (U.S.).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vrn:confer:1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Julian Vasilev (email available below). General contact details of provider: https://edirc.repec.org/data/uevarbg.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.