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Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Enders, Walter - In: International journal of forecasting 14 (1998) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10001338713
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Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Enders, Walter; Falk, Barry - In: International journal of forecasting 14 (1998) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10006993774
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Fitting autoregressive trend stationary models with finite samples
Falk, Barry - In: International journal of forecasting 15 (1999) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10001428413
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Forecasting using the trend model with autoregressive errors
Falk, Barry; Roy, Anindya - In: International journal of forecasting 21 (2005) 2, pp. 291-302
Persistent link: https://www.econbiz.de/10002687865
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Fitting autoregressive trend stationary models with finite samples
Falk, Barry - In: International journal of forecasting 15 (1999) 1, pp. 11-26
Persistent link: https://www.econbiz.de/10006990250
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Pretesting for multi-step-ahead exchange rate forecasts with STAR models
Enders, Walter; Pascalau, Razvan - In: International journal of forecasting 31 (2015) 2, pp. 473-487
Persistent link: https://www.econbiz.de/10011474176
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Estimating non-linear ARMA models using Fourier coefficients
Ludlow, Jorge; Enders, Walter - In: International journal of forecasting 16 (2000) 3, pp. 333-347
Persistent link: https://www.econbiz.de/10001504668
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Estimating non-linear ARMA models using Fourier coefficients
Ludlow, Jorge; Enders, Walter - In: International journal of forecasting 16 (2000) 3, pp. 333-348
Persistent link: https://www.econbiz.de/10006982885