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~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"Armstrong, Jon Scott"
~person:"Scaillet, Olivier"
~subject:"ARMA model"
~subject:"Estimation"
~subject:"Regression analysis"
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ARMA model
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Armstrong, Jon Scott
Scaillet, Olivier
Kapetanios, George
4
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3
Soyer, Emre
3
Tao, Hong
3
Baillie, Richard
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International journal of forecasting
Research paper series / Swiss Finance Institute
7
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
6
Swiss Finance Institute Research Paper
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FAME research paper series
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Annals of economics and statistics
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of global scholars of marketing science : bridging Asia and the world ; JGSMS
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Research paper / International Center for Financial Asset Management and Engineering
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The econometrics journal
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Illusions in regression analysis
Armstrong, Jon Scott
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 689-694
Persistent link: https://www.econbiz.de/10009659867
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2
Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.
;
Scaillet, Olivier
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
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