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person:"Francq, Christian"
~isPartOf:"Journal of econometrics"
~person:"Bhardwaj, Geetesh"
~person:"Li, Wai Keung"
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ARMA model
3
ARMA-Modell
3
Time series analysis
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Block-wise random weighting method
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Francq, Christian
Bhardwaj, Geetesh
Li, Wai Keung
Hecq, Alain W. J.
2
Abadir, Karim Maher
1
Anderson, Brian D. O.
1
Bauwens, Luc
1
Billio, Monica
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1
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1
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1
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers / Rutgers University, Department of Economics
2
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the American Statistical Association : JASA
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Nonlinear time series analysis of business cycles
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ECONIS (ZBW)
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A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
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2
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
Bhardwaj, Geetesh
;
Swanson, Norman R.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 539-578
Persistent link: https://www.econbiz.de/10003298614
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3
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
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