-
1
-
-
30244493399
-
Long memory processes and fractional integration in econometrics
-
Baillie R. Long memory processes and fractional integration in econometrics. Journal of Econometrics 73 (1996) 5-59
-
(1996)
Journal of Econometrics
, vol.73
, pp. 5-59
-
-
Baillie, R.1
-
2
-
-
0346349373
-
Inference on the cointegration rank in fractionally integrated processes
-
Breitung J., and Hassler U. Inference on the cointegration rank in fractionally integrated processes. Journal of Econometrics 110 (2002) 167-185
-
(2002)
Journal of Econometrics
, vol.110
, pp. 167-185
-
-
Breitung, J.1
Hassler, U.2
-
4
-
-
55649116030
-
Liquidity conditions and monetary policy operations from 9 November 2005 to 7 February 2006
-
March, 32-24
-
European Central Bank. Liquidity conditions and monetary policy operations from 9 November 2005 to 7 February 2006. Monthly Bulletin (2006) March, 32-24
-
(2006)
Monthly Bulletin
-
-
European Central Bank1
-
5
-
-
33846622469
-
Estimation of fractional integration in the presence of data noise
-
Haldrup N., and Nielsen M.Ø. Estimation of fractional integration in the presence of data noise. Computational Statistics and Data Analysis 51 (2007) 3100-3114
-
(2007)
Computational Statistics and Data Analysis
, vol.51
, pp. 3100-3114
-
-
Haldrup, N.1
Nielsen, M.Ø.2
-
6
-
-
0000532373
-
Robust automatic bandwidth for long memory
-
Henry M. Robust automatic bandwidth for long memory. Journal of Time Series Analysis 22 (2001) 293-316
-
(2001)
Journal of Time Series Analysis
, vol.22
, pp. 293-316
-
-
Henry, M.1
-
7
-
-
34347339600
-
The dynamic relationship between the Euro overnight rate, the ECB's policy rate and the term spread
-
Nautz D., and Offermanns C.J. The dynamic relationship between the Euro overnight rate, the ECB's policy rate and the term spread. International Journal of Finance and Economics 12 3 (2007) 287-300
-
(2007)
International Journal of Finance and Economics
, vol.12
, Issue.3
, pp. 287-300
-
-
Nautz, D.1
Offermanns, C.J.2
-
9
-
-
33644746363
-
The daily market for funds in Europe: what has changed with the EMU?
-
Pérez Quirós G., and Rodríguez Mendizábal H. The daily market for funds in Europe: what has changed with the EMU?. Journal of Money, Credit, and Banking 38 1 (2006) 91-118
-
(2006)
Journal of Money, Credit, and Banking
, vol.38
, Issue.1
, pp. 91-118
-
-
Pérez Quirós, G.1
Rodríguez Mendizábal, H.2
-
10
-
-
21344446855
-
Gaussian semiparametric estimation of long range dependence
-
Robinson P. Gaussian semiparametric estimation of long range dependence. Annals of Statistics 23 (1995) 1630-1661
-
(1995)
Annals of Statistics
, vol.23
, pp. 1630-1661
-
-
Robinson, P.1
-
11
-
-
4644310133
-
Long memory versus structural breaks: an overview
-
Sibbertsen P. Long memory versus structural breaks: an overview. Statistical Papers 45 (2004) 465-515
-
(2004)
Statistical Papers
, vol.45
, pp. 465-515
-
-
Sibbertsen, P.1
|