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1
Temporal
aggregation
of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan
;
Ocker, Dirk
-
2000
We consider temporal
aggregation
of stationary and nonstationary time series with short memory, long memory and …
Persistent link: https://www.econbiz.de/10011543358
Saved in:
2
Temperature anomalies, long memory, and
aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
3
Pitfalls in testing for cointegration between inequality and the real income
Gueye, Ghislain N.
;
Kim, Hyeongwoo
;
Sorek, Gilad
-
2016
Persistent link: https://www.econbiz.de/10011487455
Saved in:
4
Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.
;
MacCrorie, J. Roderick
;
Thornton, …
-
University of Essex / Department of Economics
-
2017
Persistent link: https://www.econbiz.de/10013162724
Saved in:
5
Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone
Casas, Isabel
;
Gao, Jiti
;
Peng, Bin
;
Xie, Shangyu
-
2019
Persistent link: https://www.econbiz.de/10012606723
Saved in:
6
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Casini, Alessandro
-
2022
Persistent link: https://www.econbiz.de/10013255861
Saved in:
7
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
8
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
9
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
10
Copula-based time series with filtered
nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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