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Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000904213
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System identification by dynamic factor models
Heij, Christiaan - 1995
Persistent link: https://www.econbiz.de/10000904952
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Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy - 1994
Persistent link: https://www.econbiz.de/10000905755
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Langfristige Abhängigkeiten, Pseudozyklen und Selbstähnlichkeit in ökonomischen Zeitreihen
Gruber, Gerald - 1994
Persistent link: https://www.econbiz.de/10000905857
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Small sample performance of non-causality tests in cointegrated systems
Zapata, Hector O.; Rambaldi, Alicia N. - 1994
Persistent link: https://www.econbiz.de/10000905932
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000906276
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The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.; Koopman, Siem Jan; Riani, Marco - 1995
Persistent link: https://www.econbiz.de/10000906280
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Nuisance parameter free properties of correlation integral based statistics
DeLima, Pedro J. F. - 1994
Persistent link: https://www.econbiz.de/10000907654