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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard T.; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10008143204
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard T.; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10008898205
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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Predictions from ARMAX models
Baillie, Richard T. - In: Journal of econometrics 12 (1980) 3, pp. 365-374
Persistent link: https://www.econbiz.de/10001855799
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Fractional differencing and long memory processes
Baillie, Richard T. (contributor) - In: Journal of econometrics 73,1 : Annals of econometrics (1996)
Persistent link: https://www.econbiz.de/10004302715
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Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon M. (contributor);  … - In: Journal of econometrics 74,1 : Annals of econometrics (1996)
Persistent link: https://www.econbiz.de/10004306124
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Long memory processes and fractional integration in econometrics
Baillie, Richard T. - In: Journal of econometrics 73 (1996) 1, pp. 5-60
Persistent link: https://www.econbiz.de/10006793824
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Editors' introduction
Baillie, Richard T.; King, Maxwell L. - In: Journal of econometrics 73 (1996) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10006793825
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A minimum distance estimator for long-memory processes
Tieslau, Margie A.; Schmidt, Peter; Baillie, Richard T. - In: Journal of econometrics 71 (1996) 1-2, pp. 249-264
Persistent link: https://www.econbiz.de/10006794477
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard T.; Bollerslev, Tim; Mikkelsen, Hans Ole - In: Journal of econometrics 74 (1996) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10006796325