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Results 21-30 of 670.
Item hits:
| Date | Title |
Authors |
| 2004 | Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models | Meitz, Mika / Saikkonen, Pentti |
| 2006 | Stability of nonlinear AR-GARCH models | Meitz, Mika / Saikkonen, Pentti |
| 2006 | An introduction to univariate GARCH models | Teräsvirta, Timo |
| 2005 | Orthogonality conditions for non-dyadic wavelet analysis | Pollock, Stephen / Cascio, Iolanda Lo |
| 2002 | A note on covariance stationarity conditions for dynamic random coefficient models | Kapetanios, George |
| 2008 | A powerful tuning parameter free test of the autoregressive unit root hypothesis | Nielsen, Morten |
| 2005 | Unit root testing | Wolters, Jürgen / Hassler, Uwe |
| 2006 | A new mixed multiplicative-additive model for seasonal adjusment | Arz, Stephanus |
| 2001 | Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate | Gil-Alaña, Luis A. |
| 2001 | Forecasting the real output using fractionally integrated techniques | Gil-Alaña, Luis A. |
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