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On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10000981126
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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On stationarity and cointegration of international health expenditure and GDP
Gerdtham, Ulf-G.; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984764
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Do long-memory models have long memory?
Eklund, Bruno - 1998
Persistent link: https://www.econbiz.de/10000984772
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A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984774
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A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000987484
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000991637
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A nonlinear time series model of El Niño
Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994162
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Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim - 1998
Persistent link: https://www.econbiz.de/10000995380
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Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000955669