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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"Social Systems Research Institute"
~person:"Andersson, Michael K."
~subject:"Monte Carlo simulation"
~subject:"Time series analysis"
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Andersson, Michael K.
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Ekonomiska forskningsinstitutet <Stockholm>
Instituto Valenciano de Investigaciones Económicas
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On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
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1998
Persistent link: https://www.econbiz.de/10001372216
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On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
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1998
Persistent link: https://www.econbiz.de/10000981126
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