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~person:"Vahid, Farshid"
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Search: subject_exact:"ARFIMA model"
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ARMA model
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Vahid, Farshid
Gil-Alaña, Luis A.
23
McAleer, Michael
22
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18
Feng, Yuanhua
12
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12
Poskitt, Donald Stephen
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9
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VAR(MA), what is it good for? : More bad news for reduced-form estimation and inference
Yao, Wenying
;
Kam, Timothy
;
Vahid, Farshid
-
2014
Persistent link: https://www.econbiz.de/10010520887
Saved in:
2
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
4
On weak identification in structural VARMA models
Yao, Wenying
;
Kam, Timothy
;
Vahid, Farshid
- In:
Economics letters
156
(
2017
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011822327
Saved in:
5
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
6
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
7
A complete VARMA modelling methodology based on scalar components
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301178
Saved in:
8
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 60-83
Persistent link: https://www.econbiz.de/10009515972
Saved in:
9
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
Saved in:
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