✦ LIBER ✦

Index models with integrated time series

✍ Scribed by Yoosoon Chang; Joon Y. Park

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating fractionally integrated time

✍ Steve Beveridge; Cyril Oickle 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 329 KB

Efficient inference in multivariate frac

✍ Morten Ørregaard Nielsen 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 220 KB

Nonlinear Regressions with Integrated Ti

✍ Joon Y. Park; Peter C. B. Phillips 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 318 KB

Single-Index Additive Vector Autoregress

✍ YEHUA LI; MARC G. GENTON 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 590 KB

Time Series Analysis Using Autoregressiv

✍ Brian K. Nelson 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 523 KB

Bootstrapping Time Series Regressions wi

✍ Hongyi Li; Zhijie Xiao 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 230 KB