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1
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
;
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10001513117
Saved in:
2
Do long-memory models have long memory?
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 29-40)
.
1998
Persistent link: https://www.econbiz.de/10001440033
Saved in:
3
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
4
The estimation of systems of joint differential-difference equations with non-integer lags
MacGarry, Joanne
-
1998
Persistent link: https://www.econbiz.de/10000988846
Saved in:
5
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
6
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
7
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
8
Asymptotics of nonstationary fractional integrated series
Liu, Ming
- In:
Econometric theory
14
(
1998
)
5
,
pp. 641-662
Persistent link: https://www.econbiz.de/10001381133
Saved in:
9
On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10000981126
Saved in:
10
Illusive persistence in German unemployment
Tschernig, Rolf
;
Zimmermann, Klaus F.
- In:
Recherches économiques de Louvain
58
(
1992
)
3/4
,
pp. 441-453
Persistent link: https://www.econbiz.de/10001331024
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