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~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bauer, Dietmar"
~person:"Kilian, Lutz"
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Search: subject_exact:"Autoregressive+integrated+moving+average"
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Real-time forecasts of the real price of oil
Baumeister, Christiane
;
Kilian, Lutz
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 326-336
Persistent link: https://www.econbiz.de/10009657290
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Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
Bauer, Dietmar
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1063-1092
Persistent link: https://www.econbiz.de/10003736860
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