Narrow search
Showing 1 - 10 of 829
Cover Image
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Cover Image
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000937862
Cover Image
Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
Cover Image
Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10003989650
Cover Image
A model selection approach to detect seasonal unit roots
Kawasaki, Yoshinori; Franses, Philip Hans - 1996
The popular "airline" model for a seasonal time series assumes that a variable needsdouble differencing, i.e. first and seasonal (or annual) differencing.The resultant time series can usually be described by a low order movingaverage model with estimated roots close to the unit circle. This...
Persistent link: https://www.econbiz.de/10010232142
Cover Image
Time series forecasts of international tourism demand for Australia
Lim, Christine (contributor); McAleer, Michael (contributor) - 2001 - [Elektronische Ressource]
seasonal unit roots prior to estimation, model selection and forecasting. Various Box-Jenkins Autoregressive Integrated Moving …
Persistent link: https://www.econbiz.de/10001644080
Cover Image
A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901
Cover Image
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans; Hoek, Henk; Paap, Richard - 1995
Persistent link: https://www.econbiz.de/10000924661
Cover Image
Ten things we should know about time series
McAleer, Michael; Oxley, Les - In: Journal of economic surveys 25 (2011) 1, pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
Cover Image
Structure and asymptotic theory for nonlinear models with GARCH errors
Chan, Felix; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.
processes or the associated asymptotic theory. In this paper, we first derive necessary conditions for strict stationarity and …
Persistent link: https://www.econbiz.de/10008840775