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~isPartOf:"Journal of econometrics"
~isPartOf:"SFB 373 Discussion Paper"
~person:"Caporale, Guglielmo Maria"
~person:"Henry, Marc"
~person:"Mavroeidis, Sophocles"
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Search: subject:"memory"
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Long Memory
2
Theorie
2
Theory
2
Core
1
Decreasing gain learning
1
Fractional Cointegration
1
Fractional Integration
1
Input Prices
1
Kleinste-Quadrate-Methode
1
Learning process
1
Least squares method
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Lernprozess
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Long memory
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Monte Carlo simulation
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Caporale, Guglielmo Maria
Henry, Marc
Mavroeidis, Sophocles
Gil-Alaña, Luis A.
12
Asai, Manabu
3
McAleer, Michael
3
Chang, Chia-Lin
2
Chevillon, Guillaume
2
Ergemen, Yunus Emre
2
Martin, Gael M.
2
Poskitt, Donald Stephen
2
Robinson, Peter M.
2
Teyssière, Gilles
2
Amsler, Christine Elaine
1
Bauwens, Luc
1
Breitung, Jörg
1
Busch, Marie
1
Candelon, Bertrand
1
Chen, Fei
1
Cho, Cheol-Keun
1
Christensen, Bent Jesper
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Chudik, Alexander
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Demetrescu, Matei
1
Diebold, Francis X.
1
Giraitis, Liudas
1
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1
Grose, Simone D.
1
Haldrup, Niels
1
Hecq, Alain W. J.
1
Henry, Brian
1
Ho, Hwai-chung
1
Horst, Ulrich
1
Hou, Jie
1
Hsiao, Cheng
1
Kokoszka, Piotr
1
Laurent, Sébastien
1
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1
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Journal of econometrics
SFB 373 Discussion Paper
CESifo Working Paper
29
CESifo working papers
25
DIW Discussion Papers
17
Economics and finance working paper series
15
Discussion Papers of DIW Berlin
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
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Journal of economics and finance : JEF
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Research in international business and finance
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Applied economics
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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LSE Research Online Documents on Economics
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STICERD - Econometrics Paper Series
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African journal of economic and sustainable development
1
Bulletin of economic research
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Columbia economics discussion paper series / Department of Economics, Columbia University
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Discussion Paper Series / HWWA Institut für Wirtschaftsforschung
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International Review of Financial Analysis
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Multinational Finance Journal
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Post-Print / HAL
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Reihe Ökonomie / Economics Series
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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EconStor
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1
Learning can generate long
memory
Chevillon, Guillaume
;
Mavroeidis, Sophocles
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011818365
Saved in:
2
Unemployment and input prices: A fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
opposed to classical cointegration, which implies long
memory
and slow reversion to equilibrium. This suggests that an …
Persistent link: https://www.econbiz.de/10010310351
Saved in:
3
Higher-order kernel semiparametric M-estimation of long
memory
Robinson, Peter M.
;
Henry, Marc
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
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