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~person:"Asai, Manabu"
~person:"Yao, Wenying"
~subject:"Cointegration"
~subject:"Saisonkomponente"
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Cointegration
Saisonkomponente
ARMA model
12
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Kointegration
5
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4
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long memory
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Asai, Manabu
Yao, Wenying
Lütkepohl, Helmut
8
Poskitt, Donald Stephen
7
McAleer, Michael
6
Cochrane, John H.
5
Kascha, Christian
4
Trenkler, Carsten
4
Athanasopoulos, George
3
Bartel, Holger
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Palm, Franz C.
3
Vahid, Farshid
3
Allen, David E.
2
Chen, Rong
2
Deistler, Manfred
2
Goldrian, Georg
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Hecq, Alain W. J.
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Kirchner, Robert
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Ladiray, Dominique
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Maravall Herrero, Agustín
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Moosa, Imad A.
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Quenneville, Benoît
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Wagner, Martin
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1
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
4
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
5
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
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