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Andersson, Michael K.
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On testing and forecasting in fractionally integrated time series models
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Do long-memory models have long memory?
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 29-40)
.
1998
Persistent link: https://www.econbiz.de/10001440033
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On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 29-40)
.
1998
Persistent link: https://www.econbiz.de/10001440059
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Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 57-68)
.
1998
Persistent link: https://www.econbiz.de/10001440089
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Bootstrap testing for fractional integration
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 77-90)
.
1998
Persistent link: https://www.econbiz.de/10001440091
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Robust testing for fractional integration using the bootstrap
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 91-111)
.
1998
Persistent link: https://www.econbiz.de/10001440092
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