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source:"econis"
subject:"Estimation"
~isPartOf:"EUI working paper / ECO"
~person:"Engle, Robert F."
~person:"Engsted, Tom"
~person:"Gil-Alaña, Luis A."
~subject:"Zeitreihenanalyse"
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Engle, Robert F.
Engsted, Tom
Gil-Alaña, Luis A.
Maravall Herrero, Agustín
15
Gómez, Víctor
7
Marcellino, Massimiliano
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Lütkepohl, Helmut
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Verner, Dorte
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EUI working paper / ECO
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Discussion paper / Department of Economics, University of California San Diego
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirica : journal of european economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
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Advances in futures and options research : a research annual
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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ECONIS (ZBW)
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
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1998
Persistent link: https://www.econbiz.de/10000994030
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2
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
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3
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10013420178
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