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Richard T. Baillie

michigan state university

46H指数
170论文数
1.6W被引数
收录论文 32
发表时间
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Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons
errEconomics Letters
IF1.8
err2025-11-01
err0
PREAI
errBaillie, Richard T.; Kapetanios, George; Kim, Kun Ho
err分享
err收藏
Yes! uncovered interest parity does hold in the long run是的！ uncovered interest parity 在长期内确实成立。
errJournal of International Money and Finance
IF3.3
err2025-10-29
err0
PREAI
errRichard T. Baillie; George Kapetanios; Kun Ho Kim
err分享
err收藏
On robust inference in time-series regression时间序列回归中的稳健推断
errECONOMETRICS JOURNAL
IF7
err2024-10-18
err0
errOAAI
errBaillie, Richard T.; Diebold, Francis X.; Kapetanios, George; Kim, Kun Ho; Mora, Aaron
err分享
err收藏
Estimation and inference for impulse response functions from univariate strongly persistent processes
errECONOMETRICS JOURNAL
IF7
err2013-11-22
err14
PREAI
errBaillie, Richard T.; Kapetanios, George
err分享
err收藏
Adaptive ARFIMA models with applications to inflation
errECONOMIC MODELLING
IF4.7
err2012-11-01
err24
PREAI
errBaillie, Richard T.; Morana, Claudio
err分享
err收藏
COINTEGRATION, FRACTIONAL COINTEGRATION, AND EXCHANGE-RATE DYNAMICS
errJOURNAL OF FINANCE
IF9.5
err2012-04-30
err180
PREAI
errBAILLIE, RT; BOLLERSLEV, T
err分享
err收藏
Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2012-01-01
err14
PREAI
errBaillie, Richard T.; Kongcharoen, Chaleampong; Kapetanios, George
err分享
err收藏
Possible solutions to the forward bias paradox
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2011-10-01
err12
PREAI
errBaillie, Richard T.
err分享
err收藏
Nonlinear models for strongly dependent processes with financial applications
errJOURNAL OF ECONOMETRICS
IF4
err2008-11-01
err26
PREAI
errBaillie, Richard T.; Kapetanios, George
err分享
err收藏
ON THE LIMITATIONS OF COMPARING MEAN-SQUARE FORECAST ERRORS - COMMENTARY
errJOURNAL OF FORECASTING
IF2.7
err2006-11-02
err5
PREAI
errBAILLIE, RT
err分享
err收藏
TIME-SERIES ANALYSIS - A COMPREHENSIVE INTRODUCTION FOR SOCIAL-SCIENTISTS - GOTTMAN,JM
errJOURNAL OF FORECASTING
IF2.7
err2006-09-21
err0
PREAI
errBAILLIE, RT
err分享
err收藏
A USERS GUIDE TO THE GOTTMAN-WILLIAMS TIME-SERIES ANALYSIS COMPUTER-PROGRAMS FOR SOCIAL-SCIENTISTS
errJOURNAL OF FORECASTING
IF2.7
err2006-09-21
err0
PREAI
errBAILLIE, RT
err分享
err收藏
Introduction
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2002-04-01
err1
PREAI
errBaillie, R; Crato, N; Ray, BK
err分享
err收藏
Modeling and forecasting from trend-stationary long memory models with applications to climatology
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2002-04-01
err58
PREAI
errBaillie, RT; Chung, SK
err分享
err收藏
Central bank intervention and risk in the forward market
errJOURNAL OF INTERNATIONAL ECONOMICS
IF4
err1997-11-01
err58
PREAI
errBaillie, RT; Osterberg, WP
err分享
err收藏
Fractionally integrated generalized autoregressive conditional heteroskedasticity
errJOURNAL OF ECONOMETRICS
IF4
err1996-09-01
err1.3K
PREAI
errBaillie, RT; Bollerslev, T; Mikkelsen, HO
err分享
err收藏
Editors' introduction: Fractional differencing and long memory processes
errJOURNAL OF ECONOMETRICS
IF4
err1996-07-01
err42
PREAI
errBaillie, RT; King, ML
err分享
err收藏
Long memory processes and fractional integration in econometrics
errJOURNAL OF ECONOMETRICS
IF4
err1996-07-01
err1.1K
PREAI
errBaillie, RT
err分享
err收藏
A minimum distance estimator for long-memory processes
errJOURNAL OF ECONOMETRICS
IF4
err1996-03-01
err34
PREAI
errTieslau, MA; Schmidt, P; Baillie, RT
err分享
err收藏
PREDICTION IN DYNAMIC-MODELS WITH TIME-DEPENDENT CONDITIONAL VARIANCES
errJOURNAL OF ECONOMETRICS
IF4
err1992-04-01
err133
PREAI
errBAILLIE, RT; BOLLERSLEV, T
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
F
Francis X. Diebold
H 指数: 99 · 论文数: 537
T
Tim Bollerslev
H 指数: 76 · 论文数: 173
P
Peter Schmidt
H 指数: 54 · 论文数: 205
G
George Kapetanios
H 指数: 44 · 论文数: 421
T
Tim Bollerslev
H 指数: 42 · 论文数: 120
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