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CREATES research paper
Hannover Economic Papers (HEP)
64
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
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2016
Persistent link: https://www.econbiz.de/10011474820
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2
Forecasting long memory time series under a break in persistence
Heinen, Florian
;
Sibbertsen, Philipp
;
Kruse, Robinson
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2009
Persistent link: https://www.econbiz.de/10003898521
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3
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
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2010
Persistent link: https://www.econbiz.de/10008651702
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4
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
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2012
Persistent link: https://www.econbiz.de/10009535121
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5
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
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2013
Persistent link: https://www.econbiz.de/10010195657
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