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Journal of Econometrics
Hannover Economic Papers (HEP)
63
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Problems with the estimation of moving average processes
Davidson, James E. H.
- In:
Journal of Econometrics
16
(
1981
)
3
,
pp. 295-310
Persistent link: https://www.econbiz.de/10005228867
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Generating schemes for long memory processes: regimes, aggregation and linearity
Davidson, James
;
Sibbertsen, Philipp
- In:
Journal of Econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10005122630
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