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Measuring persistence in aggregate output : ARMA models, fractionally integrated ARMA models and nonparametric procedures

Hauser, Michael A.; Pötscher, Benedikt M.; … - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 243-269

Persistent link: https://www.econbiz.de/10001388897

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

Semiparametric and nonparametric testing for long memory : a Monte Carlo study

Hauser, Michael A. - In: Empirical economics : a journal of the Institute for … 22 (1997) 2, pp. 247-271

Persistent link: https://www.econbiz.de/10001224452

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

Improved estimation of the expected Kullback-Leibler discrepancy in case of misspecification

Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-387

Persistent link: https://www.econbiz.de/10001434317

Nonlinear functions and convergence to Brownian motion : beyond the continuous mapping theorem

Pötscher, Benedikt M. - In: Econometric theory 20 (2004) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001904719

Fractionally integrated models with ARCH errors

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

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

Inflation, Arbeitslosigkeit, optimale Politik und die neue klassische Makroökonomik : eine empirische Analyse für Österreich und eine Kritik

Hauser, Michael A. - 1989

Persistent link: https://www.econbiz.de/10000777209

Forecasting high-frequency financial data with the AFIRMA-ARCH model

Hauser, Michael A.; Kunst, Robert M. - In: Journal of forecasting 20 (2001) 7, pp. 501-518

Persistent link: https://www.econbiz.de/10001626336

Profit persistence and stock returns

Gschwandtner, Adelina; Hauser, Michael A. - 2013

This paper attempts to assemble evidence for the relationship between the product and the financial market. Drawing back on work in industrial organization, we analyze the relationship between profit persistence and expected stock returns. We show that long-run profit persistence together with...

Persistent link: https://www.econbiz.de/10010210263