A new kernel for long-run variance estimates in seasonal time series models
Dong Wan Shin; Man-suk Oh
| Year of publication: |
2002
|
|---|---|
| Authors: | Shin, Dong-wan ; Oh, Man-suk |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 76.2002, 2, p. 165-171
|
| Subject: | Zeitreihenanalyse | Time series analysis | Core | Theorie | Theory | Saisonkomponente | Seasonal component |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001690289