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isPartOf:"Economic modelling"
~isPartOf:"Economics bulletin : EB"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"ARIMA-Modell"
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Economic modelling
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Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
2
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
3
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
Saved in:
4
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003072868
Saved in:
5
The scaling function-based estimator of the long memory parameter: a comparative study
Fillol, Jérôme
(
contributor
);
Tripier, Fabien
(
contributor
)
- In:
Economics bulletin : EB
(
2003
)
Persistent link: https://www.econbiz.de/10002408452
Saved in:
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