P.O. Box 616
Maastricht, 6200 MD
Maastricht University - Department of Quantitative Economics
MARX, mixed causal-noncausal autoregressive process, t-MLE, estimation, model selection, simulation, R
Common volatility, long-memory processes, HAR models, index models, forecasting.
causal and noncausal process, common features, vector autoregressive models, oil prices
data revision, cointegration, news-noise tests, outlier detection
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: OBES.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This page was processed by aws-apollo4 in 0.218 seconds