Narrow search
Showing 1 - 6 of 6
Cover Image
Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon; Miller, J. Isaac; Park, Joon Y. - In: Journal of econometrics 150 (2009) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
Cover Image
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C. - In: Journal of econometrics 42 (1989) 3, pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Cover Image
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon; Kaufmann, Robert Kurt; Kim, Chang Sik; … - In: Journal of econometrics 214 (2020) 1, pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Cover Image
Nonstationarity in time series of state densities
Chang, Yoosoon; Kim, Chang Sik; Park, Joon Y. - In: Journal of econometrics 192 (2016) 1, pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
Cover Image
Score-driven models for realized volatility
Harvey, Andrew C.; Palumbo, Dario - In: Journal of econometrics 237 (2023) 2,2, pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Cover Image
Modelling circular time series
Harvey, Andrew C.; Hurn, Stan; Palumbo, Dario; Thiele, … - In: Journal of econometrics 239 (2024) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10015073958