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isPartOf:"CREATES research paper"
subject:"Time series analysis"
~isPartOf:"Econometrics : open access journal"
~person:"Haldrup, Niels"
~person:"Proietti, Tommaso"
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Haldrup, Niels
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Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
2
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
3
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
4
Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna
;
Proietti, Tommaso
-
2014
Persistent link: https://www.econbiz.de/10010388026
Saved in:
5
Discriminating between fractional integration and spurious long memory
Haldrup, Niels
;
Kruse, Robinson
-
2014
Persistent link: https://www.econbiz.de/10010372529
Saved in:
6
Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10009272103
Saved in:
7
Detection of additive outliers in seasonal time series
Haldrup, Niels
;
Montañés, Antonio
;
Sansó, Andreu
-
2009
Persistent link: https://www.econbiz.de/10003878802
Saved in:
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