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Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000996285
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Cointegrated vector autoregressive processes with continuous structural changes
Ripatti, Antti; Saikkonen, Pentti - 1998
Persistent link: https://www.econbiz.de/10000683852
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Locally weighted autoregression
Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998
Persistent link: https://www.econbiz.de/10001301452
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Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus - In: Risk measurement, econometrics and neural networks : …, (pp. 1-16). 1998
Persistent link: https://www.econbiz.de/10001305364
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Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400363
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Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400379
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Datengesteuerte Zerlegung saisonaler Zeitreihen
Heiler, Siegfried - In: IFO-Studien : Zeitschrift für empirische … 42 (1996) 3, pp. 337-369
Persistent link: https://www.econbiz.de/10001334937
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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut - In: Journal of econometrics 81 (1997) 1, pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
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Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti - In: Journal of econometrics 81 (1997) 1, pp. 93-126
Persistent link: https://www.econbiz.de/10001336800
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SEMIFAR models
Beran, Jan; Feng, Yuanhua; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10001366045