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Forecasting with nonstationary dynamic factor models
Peña, Daniel; Poncela, Pilar - In: Journal of econometrics 119 (2004) 2, pp. 291-321
Persistent link: https://www.econbiz.de/10001956221
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Forecasting with nonstationary dynamic factor models
Peña, Daniel; Poncela, Pilar - In: Journal of econometrics 119 (2004) 2, pp. 291-322
Persistent link: https://www.econbiz.de/10006757705
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QML and GMM estimators of stochastic volatility models: Response to Andersen and Sørensen
Ruiz, Esther - In: Journal of econometrics 76 (1997) 1-2, pp. 405-406
Persistent link: https://www.econbiz.de/10006793681
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Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p, d, q), d=0 OR 1
Gooijer, Jan G. de - In: Journal of econometrics 14 (1980) 3, pp. 365-379
Persistent link: https://www.econbiz.de/10002465898