Autoregressive approximations of multiple frequency I(1) processes
Dietmar Bauer; Martin Wagner
| Year of publication: |
2005
|
|---|---|
| Authors: | Bauer, Dietmar ; Wagner, Martin |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Approximation | Autoregressiver Prozess |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 42 S |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 174 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.ihs.ac.at/publications/eco/es-174.pdf |
| Classification: | C13 - Estimation ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003114879