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A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
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Why aggregate long memory time series?
Souza, Leonardo Rocha - In: Econometric reviews 27 (2008) 1/3, pp. 298-316
Persistent link: https://www.econbiz.de/10003761254
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Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
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Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001669748
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The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
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Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
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A note on chambers's long memory and aggregation in macroeconomic time series
Souza, Leonardo Rocha - In: International economic review 46 (2005) 3, pp. 1059-1063
Persistent link: https://www.econbiz.de/10003054314
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Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha; Veiga, Alvaro; Medeiros, Marcelo C. - In: Brazilian review of econometrics : the review of the … 25 (2005) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10003120205
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A Note on Chambers' 'Long Memory and Aggregation in Macroeconomic Time Series'
Souza, Leonardo Rocha - 2005
Persistent link: https://www.econbiz.de/10014063745