Narrow search
Showing 1 - 6 of 6
Cover Image
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre - 2022
Persistent link: https://www.econbiz.de/10013367389
Cover Image
Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre - In: Economics letters 214 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
Cover Image
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre - In: Journal of econometrics 235 (2023) 2, pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Cover Image
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - In: International journal of forecasting 39 (2023) 1, pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Cover Image
Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421769
Cover Image
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011524107