Autoregressive Conditional Root Model
Year of publication: |
2002
|
---|---|
Authors: | Rahbek, Anders ; Shephard, Neil |
Publisher: |
[S.l.] : SSRN |
Subject: | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 14, 2002 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho, (2009)
-
Identification problems in ESTAR models and a new model
Donauer, Stefanie, (2010)
-
A robust Bayesian approach for unit root testing
Conigliani, Caterina, (2007)
- More ...
-
The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique, (2008)
-
The Autoregressive Conditional Root (ACR) model
Bec, Frédérique, (2005)
-
The ACR Model: A Multivariate Dynamic Mixture Autoregression
Bec, Frédérique, (2008)
- More ...