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Statistical Modeling of the Temperatures in the Northern Hemisphere Using Fractional Integration Techniques
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Statistical Modeling of the Temperatures in the Northern Hemisphere Using Fractional Integration Techniques (2005)Statistical Modeling of the Temperatures …Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Long memory and regime switching (2001)Long memory and regime switch…Statistics for Long-Memory Processes (1997)Statistics for Long-Memory Pr…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Log-Periodogram Regression of…Gaussian Semiparametric Estimation of Long Range Dependence (1995)Gaussian Semiparametric Estim…Efficient Tests of Nonstationary Hypotheses (1994)Efficient Tests of Nonstation…LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource (1989)Space-Time Modelling with Lon…Long memory and persistence in aggregate output (1989)Long memory and persistence i…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Fractional Differencing (1981)Fractional DifferencingLong memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)AN INTRODUCTION TO LONG‐MEMOR…Weak convergence to fractional brownian motion and to the rosenblatt process (1975)Weak convergence to fractiona…Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Fractional Brownian Motions, Fractional Noises and Applications (1968)A long memory property of stock market returns and a new model (1993)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A Fractional Cointegration Analysis of Purchasing Power Parity (1993)The Distribution of Realized Exchange Rate Volatility (2001)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Modelling Extremal Events (1997)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)Chapter 8 Growth Econometrics (2005)Volatility Is Rough (2018)Exact Local Whittle Estimation of Fractional \nIntegration (2002)Social Capital and the Dynamics of Trust in Government (2007)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Wavelet analysis of long-range-dependent traffic (1998)Statistical properties of the volatility of price fluctuations (1999)
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References

  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
  • 1981Fractional Differencing2,720 cited
  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 1995Log-Periodogram Regression of Time Series with Long Range Dependence1,224 cited
  • 2001Long memory and regime switching1,162 cited
  • 1994Efficient Tests of Nonstationary Hypotheses863 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1975Weak convergence to fractional brownian motion and to the rosenblatt process794 cited
  • 1989Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource625 cited
  • 1997Statistics for Long-Memory Processes606 cited

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  • 1989Long memory and persistence in aggregate output546 cited
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