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A look at the quality of the approximation of the functional central limit theorem
Perron, Pierre; Mallet, Sylvie - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10001499193
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A simple linear time series model with misleading nonlinear properties
Andersson, Michael K.; Eklund, Bruno; Lyhagen, Johan - In: Economics letters 65 (1999) 3, pp. 281-284
Persistent link: https://www.econbiz.de/10001422782
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Nonparametric, nonlinear, short-term forecasting : theory and evidence for nonlinearities in the commodity markets
Agnon, Yehuda; Golan, Amos; Shearer, Matthew - In: Economics letters 65 (1999) 3, pp. 293-299
Persistent link: https://www.econbiz.de/10001422784
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Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Economics letters 71 (2001) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
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Calculating and analyzing impulse responses for the vector ARFIMA model
Chung, Ching-fan - In: Economics letters 71 (2001) 1, pp. 17-25
Persistent link: https://www.econbiz.de/10001564051
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A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George - In: Economics letters 79 (2003) 3, pp. 305-312
Persistent link: https://www.econbiz.de/10001755274
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A state-space approache to calculating the Beveridge-Nelson decomposition
Morley, James C. - In: Economics letters 75 (2002) 1, pp. 123-127
Persistent link: https://www.econbiz.de/10001650908
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The effects of working with seasonally data when testing for unit root
Barrio Castro, Tomás del; Pons Fanals, Ernest; … - In: Economics letters 75 (2002) 2, pp. 249-256
Persistent link: https://www.econbiz.de/10001651027
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A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook; Shin, Dong-wan - In: Economics letters 73 (2001) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001635074
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A Beveridge-Nelson smoother
Proietti, Tommaso; Harvey, Andrew C. - In: Economics letters 67 (2000) 2, pp. 139-146
Persistent link: https://www.econbiz.de/10001471318