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A note on Chambers's "long mem...
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Temporal Aggregation and Bandwidth Selection in Estimating Long Memory
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005110522
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2
Forecasting Electricity Load Demand: Analysis of the 2001 Rationing Period in Brazil
Souza, Leonardo Rocha
;
Soares, Lacir Jorge
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005110532
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3
The Aliasing Effect, the Fejer Kernel and Temporally Aggregated Long Memory Processes
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005124843
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Forecasting Electricity Demand Using Generalized Long Memory
Soares, Lacir Jorge
;
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005062291
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5
Using Irregularly Spaced Returns to Estimate Multi-Factor Models: Application to Brazilian Equity Data
Veiga, Alvaro
;
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005407469
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6
Convex Combinations of Long Memory Estimates from Different Sampling Rates
Souza, Leonardo Rocha
;
Smith, Jeremy
;
Souza, Reinaldo …
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005407479
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7
Why aggregate long memory time series?
Souza, Leonardo Rocha
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 298-316
Persistent link: https://www.econbiz.de/10003761254
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A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
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9
Forecasting electricity demand using generalized long memory
Soares, Lacir Jorge
;
Souza, Leonardo Rocha
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10003283937
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10
Electricity rationing and public response
Souza, Leonardo Rocha
;
Soares, Lacir Jorge
- In:
Energy economics
29
(
2007
)
2
,
pp. 296-311
Persistent link: https://www.econbiz.de/10003441833
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