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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of empirical finance"
~language:"eng"
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Search: subject_exact:"Autoregressive integrated moving average"
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Mandate-based welfare policies and the effect on real wage : the case of Taiwan
Ying, Yung-Hsiang
;
Lee, Wenli
;
Chang, Koyin
- In:
Economic modelling
90
(
2020
),
pp. 417-427
Persistent link: https://www.econbiz.de/10012428937
Saved in:
2
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
3
Permanent shocks and forecasting with moving averages
Lee, Yoonsuk
;
Brorsen, B. Wade
- In:
Applied economics
49
(
2017
)
12
,
pp. 1213-1225
Persistent link: https://www.econbiz.de/10011811267
Saved in:
4
The financial cycles in four East Asian economies
Pontines, Victor
- In:
Economic modelling
65
(
2017
),
pp. 51-66
Persistent link: https://www.econbiz.de/10011813550
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5
Do global CO2 emissions from fossil-fuel consumption exhibit long memory? : a fractional-integration analysis
Belbute, José M.
;
Pereira, Alfredo M.
- In:
Applied economics
49
(
2017
)
40
,
pp. 4055-4070
Persistent link: https://www.econbiz.de/10011820014
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6
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
Saved in:
7
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
8
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
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9
Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar
- In:
Economic modelling
53
(
2016
),
pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
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10
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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