Narrow search
Showing 1 - 9 of 9
Cover Image
Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.; Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10000345713
Cover Image
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher; Hadri, Kaddour - 1995
Persistent link: https://www.econbiz.de/10000939685
Cover Image
Testing for cointegration
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939904
Cover Image
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
Cover Image
A randomized procedure for choosing data transformation
Corradi, Valentina; Swanson, Norman R. - 2001
Persistent link: https://www.econbiz.de/10001616579
Cover Image
Model-independent detrending for determining the cyclical properties of macroeconomic time series
Hillinger, Claude - 1992
Persistent link: https://www.econbiz.de/10013427948
Cover Image
Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10013427962
Cover Image
Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand
Reiter, Michael - 1993
Persistent link: https://www.econbiz.de/10013427977
Cover Image
A Bayesian way to identify the order of autoregressive process
Heintel, Markus - 1994
Persistent link: https://www.econbiz.de/10013427980