Estimating The Persistence And The Autocorrelation Function Of A Time Series That Is Measured With Error

Citations

Cited by:

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9. Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
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    • Rasmus T. Varneskov & Pierre Perron, 2015. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series wp2015-015, Boston University - Department of Economics.
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18. Matthias Jonas & Piotr Żebrowski, 2019. "The crux with reducing emissions in the long-term: The underestimated “now” versus the overestimated “then”," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 24(6), pages 1169-1190, August.
19. Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014. "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, vol. 182(2), pages 364-384.
    • Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2014. "Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures," Econometrics Working Papers Archive 2014_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Feb 2014.
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