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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001612100
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001597000
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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles - 1999 - Rev. version
Persistent link: https://www.econbiz.de/10001377680
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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein - 2000
Persistent link: https://www.econbiz.de/10001582162
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001659915
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586
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A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
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Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.; Henry, S. G. B. - 2000
Persistent link: https://www.econbiz.de/10001470376