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~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Schätztheorie"
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Search: subject_exact:"Autoregressive moving average"
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Discussion papers / Helsinki Center of Economic Research : discussion paper
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1
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:
2
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:
3
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:
4
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Meitz, Mika
;
Saikkonen, Pentti
-
2011
Persistent link: https://www.econbiz.de/10008905452
Saved in:
5
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
6
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
7
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
8
On the Fisher information matrix of a vector ARMA process
Bao, Yong
;
Hua, Ying
- In:
Economics letters
123
(
2014
)
1
,
pp. 14-16
Persistent link: https://www.econbiz.de/10010399080
Saved in:
9
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
Saved in:
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