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Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550571
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A general framework for observation driven time-varying parameter models
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2009
Persistent link: https://www.econbiz.de/10003854422
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Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - 2009
Persistent link: https://www.econbiz.de/10003854432
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Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10014461170