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Econometrics and Statistics

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Publications

  1. 2021

  2. Published

    Cyclical fractional cointegration

    Voges, M. & Sibbertsen, P., Jul 2021, In: Econometrics and Statistics. 19, p. 114-129 16 p.

    Research output: Contribution to journal › Article › Research › peer review

  3. 2019

  4. Published

    Model order selection in periodic long memory models

    Leschinski, C. & Sibbertsen, P., Jan 2019, In: Econometrics and Statistics. 9, p. 78-94 17 p.

    Research output: Contribution to journal › Article › Research › peer review