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Rothman, Philip
13
Crato, Nuno
6
Parker, Randall E.
3
ROTHMAN, PHILIP
2
Ramsey, James B.
2
Ray, Bonnie K.
2
Breidt, F.Jay
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1
Hendry, David F.
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International journal of forecasting
4
Journal of macroeconomics
3
Journal of money, credit and banking : JMCB
3
Bank accounting & finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Economic inquiry : journal of the Western Economic Association International
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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1
The review of economics and statistics
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OLC EcoSci
ECONIS (ZBW)
76
RePEc
65
BASE
12
Other ZBW resources
3
EconStor
2
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1
FORTRAN programs for running the TR test : a guide and examples
Rothman, Philip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
4
,
pp. 203-208
Persistent link: https://www.econbiz.de/10009949705
Saved in:
2
Memory in Returns and Volatilities of Futures' Contracts
Crato, Nuno
;
Ray, Bonnie K.
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 525-544
Persistent link: https://www.econbiz.de/10006837506
Saved in:
3
The detection and estimation of long memory in stochastic volatility
Breidt, F.Jay
;
Crato, Nuno
;
Lima, Pedro de
- In:
Journal of econometrics
83
(
1998
)
1-2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10006790172
Saved in:
4
Long-run versus short-run behaviour of the real exchange rates
Costa, Antonio A.
;
Crato, Nuno
- In:
Applied economics
33
(
2001
)
5
,
pp. 683
Persistent link: https://www.econbiz.de/10007671641
Saved in:
5
A note on moving average forecasts of long memory processes with an application to quality control
Ramjee, Radhika
;
Crato, Nuno
;
Ray, Bonnie K.
- In:
International journal of forecasting
18
(
2002
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10006974888
Saved in:
6
Can we evaluate the predictability of financial markets?
Crato, Nuno
;
Ruiz, Esther
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009818665
Saved in:
7
A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray
Crato, Nuno
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 729-730
Persistent link: https://www.econbiz.de/10006957817
Saved in:
8
BOOK REVIEWS - Forecasting Non-Stationary Economic Time Series
Clements, Michael P.
;
Hendry, David F.
;
Rothman, Philip
- In:
Journal of economic literature
39
(
2001
)
2
,
pp. 570-571
Persistent link: https://www.econbiz.de/10006832205
Saved in:
9
An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods
Parker, Randall E.
;
Rothman, Philip
- In:
Economic inquiry : journal of the Western Economic …
42
(
2004
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10006249875
Saved in:
10
Time Irreversibility and Business Cycle Asymmetry
Ramsey, James B.
;
Rothman, Philip
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10006677066
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