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Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa; Gerolimetto, Margherita - In: Economics letters 98 (2008) 3, pp. 253-258
Persistent link: https://www.econbiz.de/10007913909
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On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
Bisaglia, Luisa; Procidano, Isabella - In: Economics letters 77 (2002) 3, pp. 343-347
Persistent link: https://www.econbiz.de/10001711498
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On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
Bisaglia, Luisa; Procidano, Isabella - In: Economics letters 77 (2002) 3, pp. 343-348
Persistent link: https://www.econbiz.de/10006765983
Cover Image
Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa; Gerolimetto, Margherita - In: Economics letters 98 (2008) 3, pp. 253-258
Persistent link: https://www.econbiz.de/10003719142
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrenot, Gilles; Guegan, Dominique; Peguin-Feissolle, Anne - In: Economics letters 86 (2005) 2, pp. 237-244
Persistent link: https://www.econbiz.de/10006748986