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True or Spurious Long Memory?...
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Tsay, Ruey S.
118
Russell, Jeffrey R.
57
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25
Bandi, Federico M.
19
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11
Ando, Tomohiro
8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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11
Model indentification in dynamic regression (distributed lag) models
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
3
(
1985
)
3
,
pp. 228-237
Persistent link: https://www.econbiz.de/10002946056
Saved in:
12
Analysis of financial time series
Tsay, Ruey S.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10002705310
Saved in:
13
Nonlinear models and forecasting
Tsay, Ruey S.
- In:
A companion to economic forecasting
,
(pp. 453-484)
.
2002
Persistent link: https://www.econbiz.de/10001894049
Saved in:
14
Analysis of financial time series : financial econometrics
Tsay, Ruey S.
-
2001
Persistent link: https://www.econbiz.de/10001571906
Saved in:
15
Analysis of financial time series : financial econometrics
Tsay, Ruey S.
-
2002
Persistent link: https://www.econbiz.de/10001589997
Saved in:
16
Parsimonious parameterization of vector autoregressive moving average models
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10001069382
Saved in:
17
Testing for noninvertible models with applications
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
Saved in:
18
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
Saved in:
19
Some methods for analyzing big dependent data
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 673-688
Persistent link: https://www.econbiz.de/10011692453
Saved in:
20
Analysis of financial time series
Tsay, Ruey S.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10004843902
Saved in:
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