Narrow search
Showing 1 - 10 of 664,265
Cover Image
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie; Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10001513117
Cover Image
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
Cover Image
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
Cover Image
The estimation of systems of joint differential-difference equations with non-integer lags
MacGarry, Joanne - 1998
Persistent link: https://www.econbiz.de/10000988846
Cover Image
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
Cover Image
Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
Cover Image
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
Cover Image
Asymptotics of nonstationary fractional integrated series
Liu, Ming - In: Econometric theory 14 (1998) 5, pp. 641-662
Persistent link: https://www.econbiz.de/10001381133
Cover Image
On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K. - 1998
Persistent link: https://www.econbiz.de/10000981126
Cover Image
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