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~isPartOf:"Economics letters"
~person:"Ruiz, Esther"
~person:"Yang, Minxian"
~person:"Ōgaki, Masao"
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Ruiz, Esther
Yang, Minxian
Ōgaki, Masao
Franses, Philip Hans
9
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8
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6
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Economics letters
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1
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
2
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Economics letters
114
(
2012
)
1
,
pp. 86-90
Persistent link: https://www.econbiz.de/10009517276
Saved in:
3
Asymmetric long memory GARCH : a reply to Hwang's model
Ruiz, Esther
;
Pérez, Ana
- In:
Economics letters
78
(
2003
)
3
,
pp. 415-422
Persistent link: https://www.econbiz.de/10001741157
Saved in:
4
On the Granger Representation Theorem : a counter example?
Ōgaki, Masao
- In:
Economics letters
60
(
1998
)
1
,
pp. 19-21
Persistent link: https://www.econbiz.de/10001245385
Saved in:
5
On identifying permanent and transitory shocks in VAR models
Yang, Minxian
- In:
Economics letters
58
(
1998
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001235587
Saved in:
6
On cointegration tests for VAR models with drift
Yang, Minxian
- In:
Economics letters
51
(
1996
)
1
,
pp. 45-50
Persistent link: https://www.econbiz.de/10001199684
Saved in:
7
Moving average conditional heteroskedastic processes
Yang, Minxian
- In:
Economics letters
49
(
1995
)
4
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
Saved in:
8
Cotrending and the stationarity of the real interest rate
Chapman, David A.
- In:
Economics letters
42
(
1993
)
2
,
pp. 133-138
Persistent link: https://www.econbiz.de/10001148255
Saved in:
9
Efficiency bound calculations for a
time
series
model, with conditional heteroskedasticity
Heaton, John
- In:
Economics letters
35
(
1991
)
2
,
pp. 167-171
Persistent link: https://www.econbiz.de/10001102135
Saved in:
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