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~isPartOf:"Economics letters"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
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Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
2
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
Saved in:
3
Mind your ps and qs! : improving ARMA forecasts with RBC priors
Lees, Kirdan
;
Matheson, Troy
- In:
Economics letters
96
(
2007
)
2
,
pp. 275-281
Persistent link: https://www.econbiz.de/10003503976
Saved in:
4
Tests for time reversibility : a complementarity analysis
Belaire-Franch, Jorge
;
Contreras, Dulce
- In:
Economics letters
81
(
2003
)
2
,
pp. 187-195
Persistent link: https://www.econbiz.de/10001826049
Saved in:
5
Relationship between inflation rate and inflation uncertainty
Hwang, Y.
- In:
Economics letters
73
(
2001
)
2
,
pp. 179-186
Persistent link: https://www.econbiz.de/10001613710
Saved in:
6
Nonparametric, nonlinear, short-term forecasting : theory and evidence for nonlinearities in the commodity markets
Agnon, Yehuda
;
Golan, Amos
;
Shearer, Matthew
- In:
Economics letters
65
(
1999
)
3
,
pp. 293-299
Persistent link: https://www.econbiz.de/10001422784
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