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Advances in Econometrics, , , и . Volume 20, Part 2, глава Realized Beta: Persistence and Predictability, стр. 1--39. JAI, (2006)A Nonparametric Investigation of Duration Dependence in the American Business Cycle, и . Journal of Political Economy, 98 (3): 596 (01.01.1990)doi: 10.1086/261696.Forecasting the term structure of government bond yields, и . Journal of Econometrics, 130 (2): 337--364 (февраля 2006)Fractional integration and interval prediction, и . Economics Letters, 50 (3): 305--313 (марта 1996)On the power of Dickey-Fuller tests against fractional alternatives, и . Economics Letters, 35 (2): 155--160 (февраля 1991)CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , и 32 other автор(ы). Comput. Stat. Data Anal., (2014)Intertemporal consumer behavior under changes in income: a comment. Econometric Reviews, 8 (1): 93--99 (1989)The exact initial covariance matrix of the state vector of a general MA(q) process. Economics Letters, 22 (1): 27--31 (1986)Exact maximum-likelihood estimation of autoregressive models via the Kalman filter. Economics Letters, 22 (2-3): 197--201 (1986)Long memory and regime switching, и . Journal of Econometrics, 105 (1): 131--159 (ноября 2001)