Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "asymptotic normality."

Econometrics Paper
Multiple Local Whittle Estimation in Stationary Systems Peter M Robinson
October 2007
Paper No' EM/2007/525:
Read Abstract | Full Paper (pdf)

JEL Classification: C32


Tags: long memory; phase; cointegration; semiparametric estimation; consistency; asymptotic normality.

Econometrics Paper
ROOT-N-CONSISTENT ESTIMATION OF WEAK FRACTIONAL COINTEGRATION Javier Hualde and Peter M Robinson
March 2006
Paper No' EM/2006/499:
Read Abstract | Full Paper (pdf)

JEL Classification: C32


Tags: fractional cointegration; parametric estimation; asymptotic normality.