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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard T.; Bollerslev, Tim; Mikkelsen, Hans Ole - In: Journal of Econometrics 74 (1996) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10005122749
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Possible solutions to the forward bias paradox
Baillie, Richard - In: Journal of international financial markets, … 21 (2011) 4, pp. 617-622
Persistent link: https://www.econbiz.de/10009309041
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Commodity prices and aggregate inflation : would a commodity price rule be worthwhile?
Baillie, Richard - In: Carnegie Rochester conference series on public policy : … (1989), pp. 185-240
Persistent link: https://www.econbiz.de/10001109746
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Econometric tests of rationality and market efficiency
Baillie, Richard - In: Econometric reviews 8 (1989) 2, pp. 151-186
Persistent link: https://www.econbiz.de/10001080001
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The asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors
Baillie, Richard T. - 1978
Persistent link: https://www.econbiz.de/10004775083
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The asymptotic prediction mean squared error for vector autoregressive models
Baillie, Richard T. - 1979
Persistent link: https://www.econbiz.de/10004775084
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The asymptotic prediction mean square error for dynamic single equation models
Baillie, Richard T. - 1978
Persistent link: https://www.econbiz.de/10004775085
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Prediction from the dynamic simultaneous equation model with vector autoregressive errors
Baillie, Richard T. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 5, pp. 1331-1337
Persistent link: https://www.econbiz.de/10001855792
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Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates
Baillie, Richard T. - In: Economics letters 13 (1983) 2/3, pp. 201-206
Persistent link: https://www.econbiz.de/10001855574
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Predictions from ARMAX models
Baillie, Richard T. - In: Journal of econometrics 12 (1980) 3, pp. 365-374
Persistent link: https://www.econbiz.de/10001855799