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An I(2) Cointegration Analysis...
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Andersson, Fredrik N. G.
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ECONIS (ZBW)
52
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1
Essays on open economies with endogenous growth
Osang, Thomas
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1994
Persistent link: https://www.econbiz.de/10000916289
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2
Essays on Bayesian model averaging using economic time series
Kleijn, Richard Hugo
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2016
Persistent link: https://www.econbiz.de/10011415305
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3
Essays on statistical arbitrage
Krauss, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011499659
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4
GARCH(1, 1) at small sample size and pairs trading with
cointegration
Leong, Wei Ruen
-
2018
Persistent link: https://www.econbiz.de/10011994459
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5
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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6
Essays on fractional
cointegration
and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
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7
On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011817415
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8
Essays on fractional filters and
co-integration
Carlini, Federico
-
2017
Persistent link: https://www.econbiz.de/10011818419
Saved in:
9
Shrinkage methods for automated econometric model determination
Liao, Zhipeng
-
2012
Persistent link: https://www.econbiz.de/10011819081
Saved in:
10
Essays on Bayesian macroeconometrics
Herbst, Edward P.
-
2011
Persistent link: https://www.econbiz.de/10011949463
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