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~subject:"Time series analysis"
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Time series analysis
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Smith, Aaron D.
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Smith, Aaron
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ECONIS (ZBW)
16
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1
Periodic integration and cointegration : with applications to the New Zealand aggregate consumption functions
Harrison, Robin
;
Smith, Aaron
-
1994
Persistent link: https://www.econbiz.de/10000898327
Saved in:
2
A drunk, her dog and a boyfriend : an illustration of multiple cointegration and error correction
Smith, Aaron
;
Harrison, Robin
-
1995
Persistent link: https://www.econbiz.de/10000912065
Saved in:
3
Forecasting in the presence of level shifts
Smith, Aaron D.
- In:
Journal of forecasting
24
(
2005
)
8
,
pp. 557-574
Persistent link: https://www.econbiz.de/10003269279
Saved in:
4
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
Saved in:
5
Level shifts and the illusion of long memory in economic time series
Smith, Aaron D.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10003012987
Saved in:
6
Level shifts and the illusion of long memory in economic time series
Smith, Aaron D.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003729957
Saved in:
7
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003729960
Saved in:
8
Forecasting in the presence of level shifts
Smith, Aaron D.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003729962
Saved in:
9
Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki
;
Smith, Aaron D.
;
Williams, Jeffrey
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
Saved in:
10
Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki
(
contributor
);
Smith, Aaron D.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003396527
Saved in:
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