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Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.; Scaillet, Olivier - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
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Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien; Sachs, Rainer von - In: International journal of forecasting 20 (2004) 4, pp. 611-627
Persistent link: https://www.econbiz.de/10002434284
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Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
Lahiani, A.; Scaillet, O. - In: International journal of forecasting 25 (2009) 2, pp. 418-429
Persistent link: https://www.econbiz.de/10008892135
Cover Image
Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
Lahiani, A.; Scaillet, O. - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10008231943
Cover Image
Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien; von Sachs, Rainer - In: International journal of forecasting 20 (2004) 4, pp. 611-628
Persistent link: https://www.econbiz.de/10006961489