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Search: subject:"ARFIMA Model"
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ARMA model
1,754
ARMA-Modell
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974
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724
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724
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643
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240
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237
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234
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150
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111
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99
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99
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99
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95
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89
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89
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82
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82
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77
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77
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70
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Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
29
McAleer, Michael
22
Beran, Jan
19
Feng, Yuanhua
16
Sibbertsen, Philipp
15
Athanasopoulos, George
14
Poskitt, Donald Stephen
14
Silvestrini, Andrea
14
Karanasos, Menelaos
13
Kapetanios, George
12
Koopman, Siem Jan
12
Lütkepohl, Helmut
11
Maravall Herrero, Agustín
11
Palm, Franz C.
11
Baillie, Richard
10
Gupta, Rangan
10
Vahid, Farshid
10
Hecq, Alain W. J.
9
Laurent, Sébastien
9
Ozdemir, Zeynel Abidin
9
Plastun, Alex
9
Saikkonen, Pentti
9
Sbrana, Giacomo
9
Asai, Manabu
8
Chan, Joshua
8
Hyndman, Rob J.
8
Račev, Svetlozar T.
8
Tansel, Aysıt
8
Bauwens, Luc
7
Bhardwaj, Geetesh
7
Francq, Christian
7
Glabadanidis, Paskalis
7
Lieberman, Offer
7
Meitz, Mika
7
Miller, Don M.
7
Monfort, Alain
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Williams, Dan
7
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National Bureau of Economic Research
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European Commission / Statistical Office of the European Communities
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European University Institute / Department of Economics
2
Facultat d'Economia i Empresa, Universitat de Barcelona
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Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Birkbeck College / Department of Economics
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Department of Economics, Boston College
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Elinkeinoelämän Tutkimuslaitos
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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HAL
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Institut für Wirtschaftswissenschaften <Wien>
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Jingji-Yanjiusuo <Taipeh>
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London School of Economics and Political Science
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Massachusetts Institute of Technology / Department of Economics
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Robert Schuman Centre for Advanced Studies
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1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
University of Canterbury / Dept. of Economics and Finance
1
University of Colorado Boulder / Department of Economics
1
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1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
epubli GmbH
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International journal of forecasting
46
Economics letters
42
Journal of econometrics
40
Journal of forecasting
38
Econometric theory
28
Applied economics
26
Discussion paper / Tinbergen Institute
21
International Journal of Energy Economics and Policy : IJEEP
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied financial economics
13
Computational economics
12
International journal of economics and financial issues : IJEFI
12
Economic modelling
11
Journal of time series econometrics
11
Tourism economics : the business and finance of tourism and recreation
11
CESifo working papers
10
CoFE discussion papers
10
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Energy economics
10
The econometrics journal
10
Advances in business and management forecasting
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Econometric Institute research papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of banking & finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Economics and finance working paper series
8
The empirical economics letters : a monthly international journal of economics
8
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8
CREATES research paper
7
Discussion papers in economics
7
Econometrics : open access journal
7
International journal of production economics
7
Journal of empirical finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Asian African journal of economics and econometrics
6
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6
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ECONIS (ZBW)
1,754
RePEc
16
EconStor
2
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1
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1681
A test for the difference parameter of the
ARFIMA
model
using the moving blocks bootstrap
Maharaj, Elizabeth Ann
-
1999
Persistent link: https://www.econbiz.de/10001440557
Saved in:
1682
Optimal instrumental variables estimation for ARMA models
Kuersteiner, Guido M.
-
1999
Persistent link: https://www.econbiz.de/10001443011
Saved in:
1683
Estimation of fractional ARIMA models for the UK unemployment
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001400844
Saved in:
1684
Ökonometrische Schätzungen bei generell nichtstationären datengenerierenden Prozessen
Funke, Claudia
-
1999
Persistent link: https://www.econbiz.de/10001404879
Saved in:
1685
Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance
;
Wilkins, Nigel P.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 149-175
Persistent link: https://www.econbiz.de/10001406647
Saved in:
1686
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
1687
A simple linear time series model with misleading nonlinear properties
Andersson, Michael K.
;
Eklund, Bruno
;
Lyhagen, Johan
- In:
Economics letters
65
(
1999
)
3
,
pp. 281-284
Persistent link: https://www.econbiz.de/10001422782
Saved in:
1688
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
Saved in:
1689
Modelling and forecasting regional service employment in Great Britain
Sarantis, Nicholas
;
Swales, Caspar
- In:
Economic modelling
16
(
1999
)
3
,
pp. 429-453
Persistent link: https://www.econbiz.de/10001426457
Saved in:
1690
Validation, probability-weighted priors, and information in stochastic forecasts
Tuljapurkar, Shripad
;
Boe, Carl
- In:
International journal of forecasting
15
(
1999
)
3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10001428486
Saved in:
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