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Cointegration, Fractional Coin...
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91
Cointegration and models of exchange rate determination
Baillie, Richard
- In:
International journal of forecasting
3
(
1987
)
1
,
pp. 43-51
Persistent link: https://www.econbiz.de/10001034116
Saved in:
92
Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
Saved in:
93
Why do central banks intervene?
Baillie, Richard
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 909-919
Persistent link: https://www.econbiz.de/10001337355
Saved in:
94
Central bank intervention and overnight uncovered interest rate parity
Baillie, Richard T.
;
Osterberg, William P.
-
1998
Persistent link: https://www.econbiz.de/10001363981
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95
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
96
Prediction from the regression model with one-way error components
Baillie, Richard
;
Baltagi, Badi H.
- In:
Analysis of panels and limited dependent variable …
,
(pp. 255-267)
.
1999
Persistent link: https://www.econbiz.de/10001445118
Saved in:
97
Special issue: Forecasting long memory processes
Baillie, Richard
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001667912
Saved in:
98
The long memory and variability of inflation : a reappraisal of the Friedman hypothesis
Baillie, Richard
;
Chung, Ching-fan
;
Tieslau, Margie A.
-
1992
Persistent link: https://www.econbiz.de/10000848785
Saved in:
99
A generalized method of moments estimator for long-memory processes
Tieslau, Margie A.
;
Schmidt, Peter
;
Baillie, Richard
-
1992
Persistent link: https://www.econbiz.de/10000848787
Saved in:
100
Stock returns and volatility
Baillie, Richard
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001089784
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