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Optimal signal extraction with correlated components
McElroy, Tucker; Maravall Herrero, Agustín - In: Journal of time series econometrics 6 (2014) 2, pp. 237-273
Persistent link: https://www.econbiz.de/10010401113
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Fractional integration and cointegration
Haulde, Javier; Nielsen, Morten Ørregaard - 2021
Persistent link: https://www.econbiz.de/10012816374
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Modelling nonlinearities in cointegration relationships
Schweikert, Karsten - 2017
Persistent link: https://www.econbiz.de/10012795244
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Inference pitfalls in Lee-Carter model for forecasting mortality
Leng, Xuan; Peng, Liang - In: Insurance / Mathematics & economics 70 (2016), pp. 58-65
Persistent link: https://www.econbiz.de/10011597167
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Large spillover networks of nonstationary systems
Chen, Shi; Schienle, Melanie - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 422-436
Persistent link: https://www.econbiz.de/10015053412