Items where Author is "Hualde, Javier"

Hualde, Javier and Robinson, Peter (2011) Gaussian pseudo-maximum likelihood estimation of fractional time series models. Annals of Statistics, 39 (6). pp. 3152-3181. ISSN 0090-5364

Hualde, Javier and Robinson, Peter M. (2006) Semiparametric Estimation of Fractional Cointegration. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Hualde, Javier (2003) Cointegration in fractional systems with unknown integration orders. Econometrics; EM/2003/449 (EM/03/449). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hualde, Javier and Robinson, Peter M. (2003) Cointegration in fractional systems with unkown integration orders. Econometrics (EM/2003/449). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.