Narrow search
Showing 1 - 4 of 4
Cover Image
Testing the CVAR in the Fractional CVAR Model
Johansen, Søren; Nielsen, Morten Ørregaard - In: Journal of Time Series Analysis 39 (2018) 6, pp. 836-849
Persistent link: https://www.econbiz.de/10012094932
Cover Image
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model
Johansen, Søren; Nielsen, Morten Ørregaard - In: Journal of Time Series Analysis 40 (2018) 4, pp. 519-543
Persistent link: https://www.econbiz.de/10012094962
Cover Image
Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors'...
Nielsen, Morten Ørregaard; Hualde, Javier - In: Journal of Time Series Analysis 40 (2019) 4, pp. 386-387
Persistent link: https://www.econbiz.de/10012095001
Cover Image
To infinity and beyond : Efficient computation of ARCH( ∞ ) models
Nielsen, Morten Ørregaard; Noël, Antoine L. - In: Journal of Time Series Analysis 42 (2020) 3, pp. 338-354
Persistent link: https://www.econbiz.de/10012410065