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The role of oscillatory modes in US business cycles
Groth, Andreas; Ghil, Michael; Hallegatte, Stéphane; … - In: Journal of business cycle measurement and analysis : a … (2015) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10011923060
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Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen - 2014
Persistent link: https://www.econbiz.de/10011780803
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Dynamic factor models
Doz, Catherine; Fuleky, Peter - 2019
Persistent link: https://www.econbiz.de/10012234624
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Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?
Heravi, Saeed M.; Patterson, Kerry D. - In: International journal of computational economics and … 11 (2021) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10012597684
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Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation
Jeon, Jooyoung; Taylor, James W. - In: International journal of forecasting 32 (2016) 3, pp. 991-1004
Persistent link: https://www.econbiz.de/10011621973