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121
Autocovariance functions of series and of their transforms
Abadir, Karim Maher
;
Talmain, Gabriel
-
1998
Persistent link: https://www.econbiz.de/10001397921
Saved in:
122
Detecting seasonal unit roots : an approach based on the sample
autocorrelation
function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
Saved in:
123
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Count data autoregression modelling
,
(pp. 1-20)
.
1999
Persistent link: https://www.econbiz.de/10001424834
Saved in:
124
Fitting autoregressive trend stationary models with finite samples
Falk, Barry
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10001428413
Saved in:
125
Testing serial correlation in semiparametric time series model
Li, Dingding
;
Stengos, Thanasēs
-
1999
Persistent link: https://www.econbiz.de/10001432736
Saved in:
126
Aggregation and persistence in a macromodel
Abadir, Karim Maher
;
Talmain, Gabriel
-
1999
Persistent link: https://www.econbiz.de/10001462894
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127
Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series
Kunitomo, Naoto
;
Sato, Seisho
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
2
,
pp. 161-190
Persistent link: https://www.econbiz.de/10001470186
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128
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001485343
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129
A flexible coefficient smooth transition time series model
Medeiros, Marcelo C.
;
Veiga, Alvaro
-
2000
-
Rev. version
Persistent link: https://www.econbiz.de/10001486613
Saved in:
130
On forecast performance of SETAR model : an empirical investigation
Samanta, G. P.
- In:
Journal of quantitative economics : official journal of …
15
(
1999
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10001488725
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