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The exact initial covariance matrix of the state vector of a general MA(q) process
Diebold, Francis X. - In: Economics letters 22 (1986) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10001018471
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Exact maximum-likelihood estimation of autoregressive models via the Kalman filter
Diebold, Francis X. - In: Economics letters 22 (1986) 2, pp. 197-201
Persistent link: https://www.econbiz.de/10001026524
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Fractional integration and interval prediction
Diebold, Francis X. - In: Economics letters 50 (1996) 3, pp. 305-313
Persistent link: https://www.econbiz.de/10001197813
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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Assessing point forecast accuracy by stochastic loss distance
Diebold, Francis X.; Shin, Minchul - In: Economics letters 130 (2015), pp. 37-38
Persistent link: https://www.econbiz.de/10011422366
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A benchmark model for fixed-target Arctic sea ice forecasting
Diebold, Francis X.; Göbel, Maximilian - In: Economics letters 215 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448212
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Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim; Patton, Andrew J.; Zhang, Haozhe - In: Economics letters 211 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
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Effort, taxation and unemployment
Andersen, Torben M. - In: Economics letters 62 (1999) 1, pp. 97-103
Persistent link: https://www.econbiz.de/10001256021
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Adjustment costs and price and quantity adjustment
Andersen, Torben M. - In: Economics letters 47 (1995) 3, pp. 343-349
Persistent link: https://www.econbiz.de/10001178210
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Active stabilization policy and uninsurable risks
Andersen, Torben M. - In: Economics letters 72 (2001) 3, pp. 347-354
Persistent link: https://www.econbiz.de/10001602355