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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Andersson, Michael K."
~person:"Hodgson, Geoffrey M."
~subject:"Entwicklung"
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Andersson, Michael K.
Hodgson, Geoffrey M.
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On testing and forecasting in fractionally integrated time series models
4
Rethinking economics : markets, technology and economic evolution
1
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ECONIS (ZBW)
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Do long-memory models have long memory?
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 29-40)
.
1998
Persistent link: https://www.econbiz.de/10001440033
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2
On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 29-40)
.
1998
Persistent link: https://www.econbiz.de/10001440059
Saved in:
3
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 57-68)
.
1998
Persistent link: https://www.econbiz.de/10001440089
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4
Robust testing for fractional integration using the bootstrap
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 91-111)
.
1998
Persistent link: https://www.econbiz.de/10001440092
Saved in:
5
Socio-political disruption and economic development
Hodgson, Geoffrey M.
- In:
Rethinking economics : markets, technology and economic …
,
(pp. 153-171)
.
1991
Persistent link: https://www.econbiz.de/10001279227
Saved in:
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