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type_genre:"Article in journal"
~isPartOf:"Brazilian review of econometrics : the review of the Brazilian Econometric Society"
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Search: subject_exact:"ARMA model"
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ARMA model
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Estimation theory
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Lopes, Silvia R. C.
2
Reisen, Valdério Anselmo
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Laurini, Márcio Poletti
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
Economics letters
35
International journal of forecasting
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Journal of econometrics
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Journal of forecasting
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Econometric theory
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Applied economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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Journal of time series econometrics
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The econometrics journal
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The empirical economics letters : a monthly international journal of economics
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Advances in business and management forecasting
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Econometric reviews
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Tourism economics : the business and finance of tourism and recreation
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Asia-Pacific financial markets
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Journal of applied econometrics
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Journal of empirical finance
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Tourism management : research, policies, practice
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Asian African journal of economics and econometrics
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CBN journal of applied statistics
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Econometrics : open access journal
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Economics bulletin : EB
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Energy policy
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International journal of economics and finance
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Journal of the American Statistical Association : JASA
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Review of quantitative finance and accounting
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Technological forecasting & social change : an international journal
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Theoretical and applied economics : GAER review
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Long memory in the R$, US$ exchange rate : a robust analysis
Laurini, Márcio Poletti
;
Portugal, Marcelo Savino
- In:
Brazilian review of econometrics : the review of the …
24
(
2004
)
1
,
pp. 109-147
Persistent link: https://www.econbiz.de/10003116247
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2
Non-stationary Gaussian ARFIMA processes : estimation and application
Lopes, Silvia R. C.
;
Olbermann, B. P.
;
Reisen, …
- In:
Brazilian review of econometrics : the review of the …
22
(
2002
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10001806222
Saved in:
3
Error and model misspecification in ARFIMA processes
Reisen, Valdério Anselmo
;
Sena Juniór, Manoel R.
; …
- In:
Brazilian review of econometrics : the review of the …
21
(
2001
)
1
,
pp. 101-135
Persistent link: https://www.econbiz.de/10001805995
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