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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861
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Fractional integration and cointegration
Haulde, Javier; Nielsen, Morten Ørregaard - 2021
Persistent link: https://www.econbiz.de/10012816374
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10003989650
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Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil; Balibey, Mesut - In: International journal of economics and financial issues … 4 (2014) 2, pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
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Fraktionale Integration und Kointegration in Theorie und Praxis
Dechert, Andreas - 2015
Persistent link: https://www.econbiz.de/10011305835
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10009581104
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Continuous-Time Linear Models
Cochrane, John H. - 2012
models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction …
Persistent link: https://www.econbiz.de/10013104725
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Continuous-Time Linear Models
Cochrane, John H. - 2012
models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction …
Persistent link: https://www.econbiz.de/10013105103
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Predicting Inflation in Ghana : A Comparison of Cointegration and Arima Models
Alnaa, Samuel Erasmus - 2012
Box-Jenkins approach has been used and for the cointegration model, the Johansen's approach has been utilised …
Persistent link: https://www.econbiz.de/10013106135
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Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono; Russel, Edwin; Wamiliana; Widiarti; Mustofa Usman - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 240-247
Persistent link: https://www.econbiz.de/10012386807