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Forecasting Daily Political Opinion Polls Using the Fractionally Cointegrated Vector Auto-Regressive Model
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Forecasting Daily Political Opinion Polls Using the Fractionally Cointegrated Vector Auto-Regressive Model (2016)Forecasting Daily Political Opinion Polls…Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (2012)Likelihood Inference for a Fr…A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES (2008)A REPRESENTATION THEORY FOR A…Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (2006)Determining the cointegrating…Exact Local Whittle Estimation of Fractional \nIntegration (2002)Exact Local Whittle Estimatio…Determination of cointegrating rank in fractional systems (2002)Determination of cointegratin…A Fractional Dickey-Fuller Test for Unit Roots (2002)A Fractional Dickey-Fuller Te…You must remember this: dealing with long memory in political analyses (2000)You must remember this: deali…Fractional integration methods in political science (2000)Fractional integration method…The Dynamics of Aggregate Partisanship (1996)The Dynamics of Aggregate Par…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…Tie Series Analysis, Forecasting, and Control (1995)Tie Series Analysis, Forecast…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Long memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…Statistical inference for a random coefficient autoregressive model (1978)Statistical inference for a r…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A PANIC Attack on Unit Roots and Cointegration (2004)Realized Variance and Market Microstructure Noise (2006)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood inference for a nonstationary fractional autoregressive model (2010)The impact of geopolitical risk on the behavior of oil prices and freight rates (2023)Book Review: Time Series Analysis: Forecasting and Control (1977)Forecasting and time series analysis (1977)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of Forecasting (2001)25 years of time series forecasting (2006)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)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)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)Gaussian Semiparametric Estimation of Long Range Dependence (1995)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Change Detection and the Causal Impact of the Yield Curve (2018)Persistence in the cryptocurrency market (2018)The volatility of Bitcoin and its role as a medium of exchange and a store of value (2021)Testing of unit root and other nonstationary hypotheses in macroeconomic time series (1997)Real and Spurious Long-Memory Properties of Stock-Market Data (1998)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? (2015)Long Memory Interdependency and Inefficiency in Bitcoin Markets (2018)A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets (2019)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
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References

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  • 2000You must remember this: dealing with long memory in political analyses

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87 cited
  • 2000Fractional integration methods in political science84 cited
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