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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"The econometrics journal"
~subject:"ARMA model"
~subject:"Exchange rate policy"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Autoregressive integrated moving average"
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ARMA model
Exchange rate policy
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ARMA-Modell
21
Estimation theory
10
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Phillips, Peter C. B.
2
Aknouche, Abdelhakim
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Allen, David E.
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Asai, Manabu
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Baillie, Richard
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Beine, Michel
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Journal of empirical finance
Journal of time series econometrics
The econometrics journal
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
29
Econometric theory
24
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International Journal of Energy Economics and Policy : IJEEP
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Asian African journal of economics and econometrics
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CBN journal of applied statistics
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The Indian journal of economics
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ECONIS (ZBW)
21
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1
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
3
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
4
An improved selection test between autoregressive and moving average disturbances in regression models
Nguimkeu, Pierre
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10011440453
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
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
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
Bootstrap point optimal unit root tests
Wang, Liqiong
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
Saved in:
9
Optimal signal extraction with correlated components
McElroy, Tucker
;
Maravall Herrero, Agustín
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 237-273
Persistent link: https://www.econbiz.de/10010401113
Saved in:
10
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
Aknouche, Abdelhakim
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10009753102
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