Diagnostic checking of Markov multiplicative error models
Year of publication: |
2018
|
---|---|
Authors: | Guo, Bin ; Li, Shuo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 170.2018, p. 139-142
|
Subject: | Multiplicative error model | Specification test | Time series | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Kointegration | Cointegration |
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