Fractional differencing and long memory processes

Veröffentlicht 1996

Central bank intervention : special issue

Veröffentlicht 2000

[Rezension von: Primary commodity prices, ed. by L. Alan Winters ..]

von Baillie, Richard
Veröffentlicht in The economic journal (1991)

Possible solutions to the forward bias paradox

von Baillie, Richard
Veröffentlicht in Journal of international financial markets, institutions & money (2011)

Fractional differencing and long memory processes

Veröffentlicht 1996

Econometric tests of rationality and market efficiency

von Baillie, Richard
Veröffentlicht in Econometric reviews (1989)

Commodity prices and aggregate inflation : would a commodity price rule be worthwhile?

von Baillie, Richard
Veröffentlicht in Carnegie Rochester conference series on public policy (1989)

Special issue: Forecasting long memory processes

Veröffentlicht 2002

High frequency data in finance : [these papers were presented at the HFDF-1 Conference ...in Zurich, Switzerland in March, 1995]

Veröffentlicht 1997

Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates

von Baillie, Richard T.
Veröffentlicht in Economics letters (1983)

Prediction from the dynamic simultaneous equation model with vector autoregressive errors

von Baillie, Richard T.
Veröffentlicht in Econometrica (1981)

Testing rational expectations and efficiency in the foreign exchange market

von Baillie, Richard T.
Veröffentlicht in Econometrica (1983)

Testing rational expectations and efficiency in the foreign exchange market

von Baillie, Richart T.
Veröffentlicht in Working papers in economics and econometrics (1981)

Technical and economic assessment of methods for direct conversion of agricultural residue to usable energy : final report

von Bailie, Richard C.
Veröffentlicht 1978

<<The>> asymptotic prediction mean square error for dynamic single equation models

von Baillie, Richard T.
Veröffentlicht 1978

<<The>> asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors

von Baillie, Richard T.
Veröffentlicht 1978

<<The>> asymptotic prediction mean squared error for vector autoregressive models

von Baillie, Richard T.
Veröffentlicht 1979

Wasted solidas as an energy resources

von Bailie, Richard C.
Veröffentlicht in Energy and human welfare ; 2: Alternative technologies for power production (1975)

Technical and economic assessment of methods for direct conversion of agricultural residue to usable energy : (U.S. Dep. of Energy.) Final report

von Bailie, Richard Colsten
Veröffentlicht 1978

Asymptotic standard errors for moving average representation coefficients

von Baillie, Richard T.
Veröffentlicht in Working papers in economics and econometrics (1982)