Estimating long memory time-series-cross-section data

Autocorrelation · Econometrics · Estimator · Inference · Statistics · Computer Science · Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Mathematics · Monetary Policy and Economic Impact · Artificial Intelligence

• Asymmetric evaluations

  Open Access•Roland Kappe•Electoral Studies•2018

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• The long memory autoregressive distributed lag model and its application on Congressional approval

  Open Access•Wen-Jen Tsay, Wen‐jen Tsay•Electoral Studies•2010

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• Elements of Econometrics

  Jan Kmenta•Elements of econometrics•1997

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• Long memory relationships and the aggregation of dynamic models

  Open Access•Clive W J Granger•Journal of Econometrics•1980

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• Spurious regressions in econometrics

  Open Access•Clive W J Granger, Paul Newbold•Journal of Econometrics•1974

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• An Introduction to Long‐memory Time Series Models and Fractional Differencing

  Open Access•Clive W J Granger, Roselyne Joyeux•Journal of Time Series Analysis•1980

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• Gaussian Semiparametric Estimation of Long Range Dependence

  Peter M Robinson•The Annals of Statistics•1995

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• Understanding spurious regressions in econometrics

  Open Access•Peter C B Phillips•Journal of Econometrics•1986

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• Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

  Richard W Parks•Journal of the American…•1967

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• Fractional differencing

  J R M HOSKING•Biometrika•1981

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• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

  Arnold Zellner•Journal of the American…•1962

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• Elements of Econometrics

  Michael Wickens, Michael R Wickens et al.•Economica•1972

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• Time-Series–cross-Sectiondata

  Niels Beck, Nathaniel Beck•Annual Review of Political Science•2001

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• Investigating Political Dynamics Using Fractional Integration Methods

  J M Box-Steffensmeier, Renée M Smith•American Journal of Political…•1998

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• Fractional integration methods in political science

  Open Access•J M Box-Steffensmeier, Andrew R Tomlinson•Electoral Studies•2000

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• What To Do (and Not to Do) with Time-Series Cross-Section Data

  Open Access•Niels Beck, Nathaniel Beck et al.•American Political Science Review•1995

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• You must remember this

  Open Access•Matthew J Lebo, Robert Walker et al.•Electoral Studies•2000

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• The dynamics of aggregate political popularity

  Open Access•D A Byers, David Byers et al.•Electoral Studies•2000

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• The Dynamics of Aggregate Partisanship

  Open Access•J M Box-Steffensmeier, Renée M Smith•American Political Science Review•1996

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• Politics, Institutions, and Welfare Spending in Industrialized Democracies, 1960-82

  Open Access•A Hicks, Alexander M Hicks et al.•American Political Science Review•1992

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