SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Lithium: Production and estimated consumption. Evidence of persistence
12 references·1 citing·33 second hop
Lithium: Production and estimated consumption. Evidence of persistence (2019)Lithium: Production and estimated consump…Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (2012)Long memory and structural br…Nonstationarity-extended local Whittle estimation (2007)Nonstationarity-extended loca…Local Whittle estimation of fractional integration and some of its variants (2005)Local Whittle estimation of f…Gaussian Semiparametric Estimation of Non‐stationary Time Series (1999)Gaussian Semiparametric Estim…Testing of unit root and other nonstationary hypotheses in macroeconomic time series (1997)Testing of unit root and othe…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…Gaussian Semiparametric Estimation of Long Range Dependence (1995)Gaussian Semiparametric Estim…Efficient Tests of Nonstationary Hypotheses (1994)Efficient Tests of Nonstation…Efficient Parameter Estimation for Self-Similar Processes (1989)Efficient Parameter Estimatio…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Long 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…The rise of green energy metal: Could lithium threaten the status of oil? (2023)The rise of green energy meta…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Estimators of long-memory: Fourier versus wavelets (2009)Crude oil price behaviour before and after military conflicts and geopolitical events (2016)Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis (2016)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)5 Stochastic volatility (1996)Dealing with Structural Breaks (2005)Unit Roots and Cointegration in Panels (2008)Fractional Brownian Motions, Fractional Noises and Applications (1968)A long memory property of stock market returns and a new model (1993)Testing for a Unit Root in Time Series Regression (1988)Long Memory in Stock-Market Trading Volume (2000)Fractional integration and structural breaks at unknown periods of time (2007)EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (2009)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)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Modeling and pricing long memory in stock market volatility (1996)Determination of cointegrating rank in fractional systems (2002)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)The contribution of tourism development to economic growth in the Korean economy (2003)A Simple Approximate Long-Memory Model of Realized Volatility (2008)The detection and estimation of long memory in stochastic volatility (1998)Estimation and interpretation of 1/fα noise in human cognition (2004)Persistence in the cryptocurrency market (2018)
this work references cited by second hop

References

  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 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
  • 1994Efficient Tests of Nonstationary Hypotheses863 cited
  • 1989Efficient Parameter Estimation for Self-Similar Processes692 cited
  • 1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series521 cited
  • 1999Gaussian Semiparametric Estimation of Non‐stationary Time Series337 cited
  • 2007Nonstationarity-extended local Whittle estimation230 cited
  • 2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals160 cited
  • 2005Local Whittle estimation of fractional integration and some of its variants130 cited

Cited by

  • 2023The rise of green energy metal: Could lithium threaten the status of oil?77 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work