Persistence in macroeconomic time series : is it a model invariant property?
Year of publication: |
1996
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
Publisher: |
London : Centre for Economic Forecasting |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
-
Computing the update of the repeated median regression line in linear time
Bernholt, Thorsten, (2002)
-
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio, (2014)
-
Periodic gamma autoregressive model : an application to the Brazilian hydroelectric system
Braga, Diogo, (2017)
- More ...
-
Selectivity, Market Timing and the Morningstar Star-Rating System
Antypas, Antonios, (2009)
-
Selectivity, market timing and the Morningstar star-rating system
Antypas, Antonios, (2009)
-
The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo study
Caporale, Guglielmo Maria, (2004)
- More ...