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Estimating trending variables in the presence of fractionally integrated errors
Tsay, Wen-jen - In: Econometric theory 16 (2000) 3, pp. 324-346
Persistent link: https://www.econbiz.de/10001507490
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Spurious regression between, [Teil 1] (1), Processes with infinite variance errors
Tsay, Wen-jen - In: Econometric theory 15 (1999) 4, pp. 622-628
Persistent link: https://www.econbiz.de/10001490745
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Optimal multistep VAR forecast averaging
Liao, Jen-Che; Tsay, Wen-jen - In: Econometric theory 36 (2020) 6, pp. 1099-1126
Persistent link: https://www.econbiz.de/10012404091
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ARTICLES - Estimating Trending Variables in the Presence of Fractionally Integrated Errors
Tsay, Wen-Jen - In: Econometric theory 16 (2000) 3, pp. 324-346
Persistent link: https://www.econbiz.de/10006983611
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ARTICLES - Spurious Regression between I(1) Processes with Infinite Variance Errors
Tsay, Wen-Jen - In: Econometric theory 15 (1999) 4, pp. 622-628
Persistent link: https://www.econbiz.de/10006987529