Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of the Institute of Statistical Mathematics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On Fractionally Integrated Aut...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
1
full rank maximum likelihood estimator
1
least squares estimator
1
partially nonstationary
1
reduced rank MLE
1
vector AR-GARCH model
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Li, W.
1
Ling, Shiqing
1
Wong, Heung
1
Published in...
All
Annals of the Institute of Statistical Mathematics
Econometric theory
18
Journal of econometrics
14
ISER Discussion Paper
13
Econometric Theory
8
Discussion paper / Institute of Social and Economic Research
7
Journal of Time Series Analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Computational Statistics & Data Analysis
4
MPRA Paper
4
CIRJE F-Series
3
Econometric reviews
3
Journal of Econometrics
3
Journal of the American Statistical Association : JASA
3
Annals of financial economics
2
Annals of the Institute of Statistical Mathematics : AISM
2
Journal of Business & Economic Statistics
2
Journal of economic surveys
2
Journal of forecasting
2
Journal of the Royal Statistical Society Series B
2
Research reports / LSE
2
The North American Journal of Economics and Finance
2
The statistician : journal of the Institute of Statisticians
2
Applied Energy
1
Applied financial economics
1
Biometrika
1
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Tinbergen Institute
1
Documentos de Trabajo del ICAE
1
Econometric Institute research papers
1
Econometric Reviews
1
Economics letters
1
Handbook of applied econometrics and statistical inference
1
Journal of Business Finance & Accounting
1
Journal of Economic Surveys
1
Journal of Multivariate Analysis
1
Journal of Risk and Financial Management
1
Journal of applied econometrics
1
Journal of risk and financial management : JRFM
1
Papers in efficiency, effectiveness and international competitiveness
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint modeling of cointegration and conditional heteroscedasticity with applications
Wong, Heung
;
Li, W.
;
Ling, Shiqing
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10005184640
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
