Found 9 Documents (Results 1–9)
Addendum to “Asymptotics for nonlinear transformations of integrated time series”. (English) Zbl 1060.62100
Panel cointegration: asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis. (English) Zbl 1059.62123
The Bernstein copula and its applications to modeling and approximations of multivariate distributions. (English) Zbl 1061.62080
Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter. (English) Zbl 1061.62022
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