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Chung, C.-F.
5
Baillie, R.T.
2
Tieslau, M.A.
2
Bollerslev, T.
1
Brillinger, D.R.
1
Brockwell, P.J.
1
Chung, C.F.
1
Dalla, V.
1
Davis, R.A.
1
Ding, Z.
1
Engle, R.
1
Geweke, J.
1
Giraitis, L.
1
Granger, C.
1
Hidalgo, J.
1
Hung, M.-W.
1
Kokoszka, P.
1
Porter-Hudak, S.
1
Shao, Xiaofeng
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Tsay, W.-J.W.-J.
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Economics letters
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Econometric theory
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Journal of applied econometrics
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OLC EcoSci
ECONIS (ZBW)
22
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1
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng
;
Wu, Wei Biao
;
Baillie, R.T.
;
Chung, C.F.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
Saved in:
2
A general model for short-term interest rates
Chung, C.-F.
;
Hung, M.-W.
- In:
Applied economics
32
(
2000
)
2
,
pp. 111-122
Persistent link: https://www.econbiz.de/10007681215
Saved in:
3
The spurious regression of fractionally integrated processes
Tsay, W.-J.W.-J.
;
Chung, C.-F.
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 155-182
Persistent link: https://www.econbiz.de/10006781749
Saved in:
4
Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model
Baillie, R.T.
;
Chung, C.-F.
;
Tieslau, M.A.
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10007001658
Saved in:
5
A note on calculating the autocovariances of the fractionally integrated ARMA models
Chung, C.-F.
- In:
Economics letters
45
(
1994
)
3
,
pp. 293-298
Persistent link: https://www.econbiz.de/10006802459
Saved in:
6
The measurement unit problem in estimating demand systems
Chung, C.-F.
- In:
Economics letters
41
(
1993
)
4
,
pp. 373-378
Persistent link: https://www.econbiz.de/10006807003
Saved in:
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