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On Gagnon's criticism of ARMA models for real GNP growth

Hauser, Michael A. - In: Economic notes : economic review of Banca Monte dei … 23 (1994) 1, pp. 125-129

Persistent link: https://www.econbiz.de/10001165660

Forecasting volatility : double averaging and weighted medians

Reschenhofer, Erhard - In: International journal of computational economics and … 1 (2010) 3/4, pp. 317-326

Persistent link: https://www.econbiz.de/10008933196

Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

Persistent link: https://www.econbiz.de/10000882159

Forecasting the yield curve with dynamic factors

Reschenhofer, Erhard; Stark, Thomas - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10012022015

Detecting synchronous cycles in financial time series of unequal length

Reschenhofer, Erhard; Lingler, Michaela - In: Journal of empirical finance 24 (2013), pp. 1-9

Persistent link: https://www.econbiz.de/10010371995

Frequency-domain evidence for climate change

Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics : open access journal 8 (2020) 3/28, pp. 1-15

The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since...

Persistent link: https://www.econbiz.de/10012265709

Testing for long-range dependence in financial time series

Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Central European journal of economic modelling and … 11 (2019) 2, pp. 93-106

Persistent link: https://www.econbiz.de/10012294575

Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results

Leeb, Hannes (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002174801

Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results

Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 22 (2006) 1, pp. 69-97

Persistent link: https://www.econbiz.de/10003272610