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~subject:"Scientific modelling"
~subject:"Software"
~type_genre:"Article in journal"
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Search: subject_exact:"ARFIMA model"
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770
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1
Time series econometrics
Neusser, Klaus
-
2016
Persistent link: https://www.econbiz.de/10011485298
Saved in:
2
Financial econometrics using Stata
Boffelli, Simona
;
Urga, Giovanni
-
2016
Persistent link: https://www.econbiz.de/10013550838
Saved in:
3
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
4
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
Saved in:
5
Nonlinear combination of macroeconomic forecasts using feedforward neural network
Yousefian, Ali
;
Gharipour, Amin
;
Sameti, Morteza
- In:
The Asian economic review : journal of the Indian …
52
(
2010
)
2
,
pp. 207-215
Persistent link: https://www.econbiz.de/10008736560
Saved in:
6
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
7
Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Findley, David F.
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1083-1107
Persistent link: https://www.econbiz.de/10003591818
Saved in:
8
The power of tests for equivalent ARMA models : the implications for practitioners
Chenoweth, Tim
;
Hubata, Robert
;
Saint Louis, Robert D.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 281-292
Persistent link: https://www.econbiz.de/10002080005
Saved in:
9
About model-based time series procedures : some remarks to TRAMO/SEATS and CENSUS X-12-ARIMA
Stier, Winfried
;
Wildi, Marc
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
4
,
pp. 447-458
Persistent link: https://www.econbiz.de/10001710151
Saved in:
10
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
Saved in:
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