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Do long-memory models have long memory?
Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 29-40). 1998
Persistent link: https://www.econbiz.de/10001440033
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
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Do long-memory models have long memory?
Eklund, Bruno - 1998
Persistent link: https://www.econbiz.de/10000984772
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The estimation of systems of joint differential-difference equations with non-integer lags
MacGarry, Joanne - 1998
Persistent link: https://www.econbiz.de/10000988846
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
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On the econometrics of the geometric lag model
Franses, Philip Hans; Oest, Rutger van - In: Economics letters 95 (2007) 2, pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
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Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung; Liao, Shu-Yi; Lin, Kuo-Chin - In: Journal of forecasting 34 (2015) 7, pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
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Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Hsu, Tzu-Kuang - In: International journal of economics and finance 8 (2016) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10011427778
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Understanding the dynamics of the macroeconomic trilemma
Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64
Persistent link: https://www.econbiz.de/10010533062
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Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco; Camponovo, Lorenzo; Roth, Constantin - 2015
Persistent link: https://www.econbiz.de/10011289179