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Search: subject_exact:"Autoregressive fractionally integrated moving average"
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1
Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta
;
Cipollini, Fabrizio
;
Mealli, Fabrizia
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
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2
Testing for uncorrelated errors in ARMA models : non-standard Andrews-Ploberger tests
Nankervis, John C.
;
Savin, Nathan E.
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 516-534
Persistent link: https://www.econbiz.de/10009710131
Saved in:
3
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
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4
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
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5
On the forecasting ability of ARFIMA models when infrequent breaks occur
Gabriel, Vasco J.
;
Martins, Luís Filipe
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 455-475
Persistent link: https://www.econbiz.de/10002463501
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6
ARMA representation of integrated and realized variances
Meddahi, Nour
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 335-356
Persistent link: https://www.econbiz.de/10001831259
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7
Estimating the Kronecker indices of cointegrated echelon-form VARMA models
Bartel, Holger
;
Lütkepohl, Helmut
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 76-99
Persistent link: https://www.econbiz.de/10001443679
Saved in:
8
An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
The econometrics journal
1
(
1998
)
2
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
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