A study of fractionally integrated time series using descriptive methods
Year of publication: |
January 2018
|
---|---|
Authors: | Clark, Steven P. ; Coggin, T. Daniel |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 2, p. 172-186
|
Subject: | Nonstationary time-series | fractional integration | descriptive methods | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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