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Semiparametric and nonparametric testing for long memory : a Monte Carlo study
Hauser, Michael A. - In: Empirical economics : a journal of the Institute for … 22 (1997) 2, pp. 247-271
Persistent link: https://www.econbiz.de/10001224452
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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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Modeling exchange rates : long-run dependence versus conditional heteroscedasticity
Hauser, Michael A. - 1992
Persistent link: https://www.econbiz.de/10000874142
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Modelling profit series : nonstationary and long memory
Gschwandtner, Adelina; Hauser, Michael A. - In: Applied economics 40 (2008) 10/12, pp. 1475-1482
Persistent link: https://www.econbiz.de/10003742995
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Modeling profit series: nonstationarity and long memory
Gschwandtner, Adelina (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003055097
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Forecasting high-frequency financial data with the AFIRMA-ARCH model
Hauser, Michael A.; Kunst, Robert M. - In: Journal of forecasting 20 (2001) 7, pp. 501-518
Persistent link: https://www.econbiz.de/10001626336
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Modelling exchange rates : long-run dependence versus conditional heteroscedasticity
Hauser, Michael A. - In: Applied financial economics 4 (1994) 3, pp. 233-239
Persistent link: https://www.econbiz.de/10001164930
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On Gagnon's criticism of ARMA models for real GNP growth
Hauser, Michael A. - In: Economic notes : economic review of Banca Monte dei … 23 (1994) 1, pp. 125-129
Persistent link: https://www.econbiz.de/10001165660
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Measuring persistence in aggregate output : ARMA models, fractionally integrated ARMA models and nonparametric procedures
Hauser, Michael A.; Pötscher, Benedikt M.; … - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 243-269
Persistent link: https://www.econbiz.de/10001388897