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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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Search: subject_exact:"ARFIMA model"
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ARMA model
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Cowles Foundation discussion paper
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International Journal of Energy Economics and Policy : IJEEP
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Tourism economics : the business and finance of tourism and recreation
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Asia-Pacific financial markets
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CORE discussion papers : DP
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of applied econometrics
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Tourism management : research, policies, practice
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21
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
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22
Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
Bauer, Dietmar
-
2004
Persistent link: https://www.econbiz.de/10001961601
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23
Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148145
Saved in:
24
Adjustment is much slower than you think
Caballero, Ricardo J.
;
Engel, Eduardo
-
2003
Persistent link: https://www.econbiz.de/10001794023
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