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ECONIS (ZBW)
14
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1
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
2
Revisiting inflation in the euro area allowing for long memory
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
156
(
2017
),
pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
Saved in:
3
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
Saved in:
4
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Economics letters
99
(
2008
)
3
,
pp. 537-540
Persistent link: https://www.econbiz.de/10003726244
Saved in:
5
A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George
- In:
Economics letters
79
(
2003
)
3
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001755274
Saved in:
6
A state-space approache to calculating the Beveridge-Nelson decomposition
Morley, James C.
- In:
Economics letters
75
(
2002
)
1
,
pp. 123-127
Persistent link: https://www.econbiz.de/10001650908
Saved in:
7
The effects of working with seasonally data when testing for unit root
Barrio Castro, Tomás del
;
Pons Fanals, Ernest
; …
- In:
Economics letters
75
(
2002
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10001651027
Saved in:
8
A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook
;
Shin, Dong-wan
- In:
Economics letters
73
(
2001
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001635074
Saved in:
9
Calculating and analyzing impulse responses for the vector ARFIMA model
Chung, Ching-fan
- In:
Economics letters
71
(
2001
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10001564051
Saved in:
10
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Economics letters
71
(
2001
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
Saved in:
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