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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 114 (2012) 3, pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
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Generalized instrumental variables estimation of autoregressive conditional heteroskedastic models
Rich, Robert W. - In: Economics letters 35 (1991) 2, pp. 179-185
Persistent link: https://www.econbiz.de/10001102123
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Testing for measurement errors in expectations from survey data : an instrumental variables approach
Rich, Robert W. - In: Economics letters 43 (1993) 1, pp. 5-10
Persistent link: https://www.econbiz.de/10001151882