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Aggregation, persistence and volatility in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 2001

Persistent link: https://www.econbiz.de/10001600200

Aggregation, persistence and volatility in a macro model

Abadir, Karim Maher; Talmain, Gabriel - In: The review of economic studies 69 (2002) 4, pp. 749-779

Persistent link: https://www.econbiz.de/10001706120

Aggregation and persistence in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 1999

Persistent link: https://www.econbiz.de/10001462894

Aggregation and persistence in a macromodell

Abadir, Karim Maher; Talmain, Gabriel - 1998

Persistent link: https://www.econbiz.de/10001396967

Large T and small N : a three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension

Hammersland, Roger - 2004

Persistent link: https://www.econbiz.de/10002475596

Forecasting crime data : an econometric analysis

Fox, James Alan - 1978

Persistent link: https://www.econbiz.de/10000001796

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544

Testing the adequacy of smooth transition autoregressive models

Eitrheim, Øyvind; Teräsvirta, Timo - 1993

Persistent link: https://www.econbiz.de/10000882121

Fractionally integrated models with ARCH errors

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

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

A Gibbs sampler for Beyesian ARCH-models

Korn, Olaf - 1993

Persistent link: https://www.econbiz.de/10000883045

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