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ECONIS (ZBW)
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On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
2
Do long-memory models have long memory?
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 29-40)
.
1998
Persistent link: https://www.econbiz.de/10001440033
Saved in:
3
On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 29-40)
.
1998
Persistent link: https://www.econbiz.de/10001440059
Saved in:
4
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 57-68)
.
1998
Persistent link: https://www.econbiz.de/10001440089
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5
Bootstrap testing for fractional integration
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 77-90)
.
1998
Persistent link: https://www.econbiz.de/10001440091
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6
Robust testing for fractional integration using the bootstrap
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 91-111)
.
1998
Persistent link: https://www.econbiz.de/10001440092
Saved in:
7
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
Saved in:
8
An ARCH robust STAR test
Andersson, Michael K.
;
Eklund, Bruno
;
Lyhagen, Johan
-
1999
Persistent link: https://www.econbiz.de/10001394208
Saved in:
9
On the maximum likelihood cointegration procedure under a fractional equilibrium error
Andersson, Michael K.
;
Gredenhoff, Mikael P.
- In:
Economics letters
65
(
1999
)
2
,
pp. 143-147
Persistent link: https://www.econbiz.de/10001416516
Saved in:
10
Improving fractional integration tests with bootstrap distributions
Andersson, Michael K.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714017
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