Common persistence in nonlinear autoregressive models
H. Peter Boswijk ; Philip Hans Franses
| Year of publication: |
1997
|
|---|---|
| Authors: | Boswijk, Herman Peter ; Franses, Philip Hans |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | 21 S. : zahlr. graph. Darst |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. Discussion paper / Tinbergen Institute / Tinbergen Institute ; 97,3 : 4, Econometrics |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000952484