Pages that link to "Item:Q3156187"
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The following pages link to Efficient inference in multivariate fractionally integrated time series models (Q3156187):
Displaying 5 items.
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE (Q3653386) (← links)
- Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
- Approximate state space modelling of unobserved fractional components (Q5862511) (← links)
