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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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Essays on fractional filters and co-integration
Carlini, Federico - 2017
Persistent link: https://www.econbiz.de/10011818419
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Essays in applied time series analysis
Keijsers, Bart - 2018
Persistent link: https://www.econbiz.de/10011964449
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On the estimation of fractionally integrated processes
Nielsen, Frank S. - 2009
Persistent link: https://www.econbiz.de/10003839270
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Topics in applied time series analysis and panel econometrics
Gorenflo, Marcel - 2013
Persistent link: https://www.econbiz.de/10009744295
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Essays on Bayesian model averaging using economic time series
Kleijn, Richard Hugo - 2016
Persistent link: https://www.econbiz.de/10011415305
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Essays on fractional cointegration and seasonal long memory
Voges, Michelle - 2019
Persistent link: https://www.econbiz.de/10012144876
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Unit roots and cointegration in panel data models
Madsen, Edith - 2004
Persistent link: https://www.econbiz.de/10002018675