Browsing All of EconStor by Author Heinen, Florian
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2009 | Forecasting long memory time series under a break in persistence | Heinen, Florian; Sibbertsen, Philipp; Kruse, Robinson |
2010 | Identification problems in ESTAR models and a new model | Donauer, Stefanie; Heinen, Florian; Sibbertsen, Philipp |
2010 | Evaluating a class of nonlinear time series models | Heinen, Florian |
2011 | Two competitive models and their identification problem: The ESTAR and TSTAR model | Heinen, Florian; Michael, Stefanie; Sibbertsen, Philipp |
2011 | A note on testing for purchasing power parity | Heinen, Florian |
2011 | Monitoring a change in persistence of a long range dependent time series | Heinen, Florian; Willert, Juliane |
2011 | The dynamics of real exchange rates: A reconsideration | Heinen, Florian; Kaufmann, Hendrik; Sibbertsen, Philipp |