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A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara; Hidalgo, Javier; Silvapulle, Mervyn J. - In: Econometric reviews 35 (2016) 5/7, pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
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Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
da Silva, Afonso Gonçalves; Robinson, Peter - In: Econometric reviews 27 (2008) 1-3, pp. 268-297
Persistent link: https://www.econbiz.de/10007993912
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Finite sample performance in cointegration analysis of nonlinear time series with long memory
Silva, Afonso Gonçalves da; Robinson, Peter M. - In: Econometric reviews 27 (2008) 1/3, pp. 268-297
Persistent link: https://www.econbiz.de/10003761229