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Kanchana Nadarajah
Kanchana Nadarajah
Lecturer of Econometrics
Verified email at sheffield.ac.uk - Homepage
Title
Cited by
Cited by
Year
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach
K Nadarajah, GM Martin, DS Poskitt
Journal of Statistical Planning and Inference 211, 41-79, 2021
62021
Issues in the estimation of mis-specified models of fractionally integrated processes
GM Martin, K Nadarajah, DS Poskitt
Journal of econometrics 215 (2), 559-573, 2020
22020
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
K Nadarajah, GM Martin, DS Poskitt
Econometrics & Business Statistics Working Paper WP18/14, Monash University …, 2014
12014
Advances in the Estimation of Fractionally Integrated Models
K Nadarajah
Monash University, 2019
2019
Issues of misspecification in long memory models
K Nadarajah
Monash University, 2013
2013
Supplementary Appendix: Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
GM Martin, K Nadarajah, DS Poskitt
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Articles 1–6