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Measuring persistence in aggregate output : ARMA models, fractionally integrated ARMA models and nonparametric procedures
Hauser, Michael A.; Pötscher, Benedikt M.; … - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 243-269
Persistent link: https://www.econbiz.de/10001388897
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Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 29 (2004) 2, pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
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Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
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Evaluating Croatian stock index forecasts
Vlah Jerić, Silvija; Anđelinović, Mihovil - In: Empirical economics : a journal of the Institute for … 56 (2019) 4, pp. 1325-1339
Persistent link: https://www.econbiz.de/10012052190
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Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
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Dynamic long-range dependences in the Swiss stock market
Ferreira, Paulo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1541-1573
Persistent link: https://www.econbiz.de/10012219657
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Can oil prices help predict US stock market returns? : evidence using a dynamic model averaging (DMA) approach
Naser, Hanan; Alaali, Fatema - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1757-1777
Persistent link: https://www.econbiz.de/10011950311
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The power of tests for equivalent ARMA models : the implications for practitioners
Chenoweth, Tim; Hubata, Robert; Saint Louis, Robert D. - In: Empirical economics : a journal of the Institute for … 29 (2004) 2, pp. 281-292
Persistent link: https://www.econbiz.de/10002080005
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Forecasting industrial production and the early detection of turning points
Bruno, Giancarlo; Lupi, Claudio - In: Empirical economics : a journal of the Institute for … 29 (2004) 3, pp. 647-671
Persistent link: https://www.econbiz.de/10002223243
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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003636723