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Search: subject_exact:"ARFIMA model"
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Gil-Alaña, Luis A.
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Journal of international financial markets, institutions & money
CREATES research paper
Economics letters
Tourism management : research, policies, practice
International journal of forecasting
34
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31
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30
Econometric theory
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ECONIS (ZBW)
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1
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
3
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
4
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
5
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
6
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Economics letters
162
(
2018
),
pp. 150-152
Persistent link: https://www.econbiz.de/10011939823
Saved in:
7
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
8
Cointegration in singular ARMA models
Deistler, Manfred
;
Wagner, Martin
- In:
Economics letters
155
(
2017
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011821522
Saved in:
9
On weak identification in structural VARMA models
Yao, Wenying
;
Kam, Timothy
;
Vahid, Farshid
- In:
Economics letters
156
(
2017
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011822327
Saved in:
10
Revisiting inflation in the euro area allowing for long memory
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
156
(
2017
),
pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
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