Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
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DOI: 10.1016/j.econlet.2019.05.031
Abstract: Abstract We propose a filtration technique for making inference in systems with I ( 0 ) and I ( d ) variables using the fractionally co-integrated vector autoregressive (FCVAR) model with long memory in the… read more here.
Keywords: variables using; using fractionally; fractionally integrated; model ... See more keywords
Programme for the development of weather and climate numerical modelling systems in South Africa
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DOI: 10.17159/sajs.2019/5779
Abstract: Volume 115| Number 5/6 May/June 2019 News and Views https://doi.org/10.17159/sajs.2019/5779 © 2019. The Author(s). Published under a Creative Commons Attribution Licence. Programme for the development of weather and climate numerical modelling systems in South Africa… read more here.
Keywords: climate numerical; development weather; numerical modelling; weather climate ... See more keywords