What is fractional integration?

WR Parke - Review of Economics and Statistics, 1999 - direct.mit.edu
A simple construction that will be referred to as an error-duration model is shown to generate
fractional integration and long memory. An error-duration representation also exists for …

[BOOK][B] Milton: a biography

WR Parker - 1996 - academic.oup.com
Parker's life of Milton has long been accepted as one of the … well ascontroversial', and Parker
himself was described in The … for anyone who share Parker's enthusiasm for Milton's poetry. …

Cohesive sediment transport. I: Process description

AJ Mehta, EJ Hayter, WR Parker, RB Krone… - Journal of Hydraulic …, 1989 - ascelibrary.org
Physical processes constituting fine, cohesive sediment transport in estuarial waters are
described. These processes, which include settling and deposition, consolidation, erosion and …

Pseudo maximum likelihood estimation: The asymptotic distribution

WR Parke - The Annals of Statistics, 1986 - JSTOR
… Other applications include estimating a linear reduction of an otherwise nonlinear least
squares estimation problem [Durbin (1960), Wallis (1967)], pooling time series and cross section …

Introduction to the study of the Foraminifera

WB Carpenter, WR Parker, TR Jones… - Journal of Cell …, 1862 - journals.biologists.com
After the lapse of five years Dr. Carpenter follows with his promised introduction to Professor
Williamson’s recent ‘Foraminifcra.’ The subscribers to the Ray Society, like other …

Stock price volatility: Tests based on the geometric random walk

SF LeRoy, WR Parke - The American Economic Review, 1992 - JSTOR
The simplest variance-bounds inequality says that the price of stock should be less volatile
than the present value of actual future dividends, assuming that the former can be taken to …

The operations of the Bank of England, 1890-1908: a dynamic probit approach

N Davutyan, WR Parke - Journal of Money, Credit and Banking, 1995 - JSTOR
RECENT CONTRIBUTIONS of Bloomfield (1992), Cooper (1992), and McKinnon (1993) in
the Journal of Economic Literature confirm that interest in the various facets of the gold …

Environmental performance of blue foods

JA Gephart, PJG Henriksson, RWR Parker, A Shepon… - Nature, 2021 - nature.com
Fish and other aquatic foods (blue foods) present an opportunity for more sustainable diets
1 , 2 . Yet comprehensive comparison has been limited due to sparse inclusion of blue foods …

An evolutionary game theory explanation of ARCH effects

WR Parke, GA Waters - Journal of Economic Dynamics and Control, 2007 - Elsevier
While ARCH/GARCH equations have been widely used to model financial market data,
formal explanations for the sources of conditional volatility are scarce. This paper presents a …

An algorithm for FIML and 3SLS estimation of large nonlinear models

WR Parke - Econometrica: Journal of the Econometric Society, 1982 - JSTOR
This paper presents a numerical algorithm for computing full information maximum likelihood
(FIML) and nonlinear three-stage least squares (3SLS) coefficient estimates for large …