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Phillips, Peter C. B.
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Perron, Pierre
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Stock, James H.
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Feng, Yuanhua
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Hallin, Marc
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Hendry, David F.
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Diebold, Francis X.
46
Dijk, Dick van
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Haldrup, Niels
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International journal of forecasting
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Econometric reviews
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Applied economics
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Oxford bulletin of economics and statistics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Economic modelling
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127
Discussion paper / Center for Economic Research, Tilburg University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of economic dynamics & control
99
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Second order expansion of t-statistic in autoregressive models
Mikusheva, Anna
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003605137
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2
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10003986565
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3
Uniform inferences in econometrics
Mikusheva, Anna
-
2007
Persistent link: https://www.econbiz.de/10009689094
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4
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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5
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Count data autoregression modelling
,
(pp. 1-20)
.
1999
Persistent link: https://www.econbiz.de/10001424834
Saved in:
6
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
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7
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10001620901
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8
Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana María
;
Pérez, María-Teresa
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
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9
Cross- and
auto-correlation
effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G.
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
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10
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
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