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Estimation theory
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Modelling evolving long-run relationships : an application to the Italian energy market
Morana, Claudio
- In:
Scottish journal of political economy : the journal of …
47
(
2000
)
1
,
pp. 72-93
Persistent link: https://www.econbiz.de/10001461623
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2
Modelling evolutionary long-run relationships : an application to the Italian energy market
Morana, Claudio
-
1998
Persistent link: https://www.econbiz.de/10000980969
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3
Some frequency domain properties of fractionally cointegrated processes
Morana, Claudio
- In:
Applied economics letters
11
(
2004
)
14
,
pp. 891-894
Persistent link: https://www.econbiz.de/10002437968
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4
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio
- In:
Applied economics letters
11
(
2004
)
13
,
pp. 837-842
Persistent link: https://www.econbiz.de/10002354224
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5
Estimating long memory in the mark-dollar exchange rate with high frequency data
Morana, Claudio
- In:
Applied financial economics letters
2
(
2006
)
6
,
pp. 361-364
Persistent link: https://www.econbiz.de/10003397266
Saved in:
6
Structural core inflation estimation
Morana, Claudio
- In:
Trends in inflation research
,
(pp. 143-185)
.
2006
Persistent link: https://www.econbiz.de/10003555450
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7
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
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8
Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
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9
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
10
Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard
- In:
Journal of applied econometrics
6
(
1991
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
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