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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. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
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The Chow-Lin method using dynamic models
Silva, João Santos; Cardoso, F. N. - In: Economic modelling 18 (2001) 2, pp. 269-280
Persistent link: https://www.econbiz.de/10001560643
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
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Methodology for trend estimation
Pollock, David Stephen G. - In: Economic modelling 18 (2001) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10001539077
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Evidence on structural changes in US time series
Jouini, Jamel; Boutahar, Mohamed - In: Economic modelling 22 (2005) 3, pp. 391-422
Persistent link: https://www.econbiz.de/10002770015
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An introduction to I(∞) processes
Yoon, Gawon - In: Economic modelling 22 (2005) 3, pp. 473-483
Persistent link: https://www.econbiz.de/10002770083
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Dynamic modeling under linear-exponential loss
Anatolyev, Stanislav - In: Economic modelling 26 (2009) 1, pp. 82-89
Persistent link: https://www.econbiz.de/10003816693
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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
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Using the Haar wavelet transform in the semiparametric specification of time series
Taylor, Larry W. - In: Economic modelling 26 (2009) 2, pp. 392-403
Persistent link: https://www.econbiz.de/10003839772
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Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong; Chong, Terence Tai-Leung; Zhang, Jie - In: Economic modelling 29 (2012) 5, pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985