Discriminating between competing STAR models
Year of publication: |
2003
|
---|---|
Authors: | Chen, Yi-ting |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 79.2003, 2, p. 161-167
|
Subject: | Lag-Modell | Lag model | Theorie | Theory | Autokorrelation | Autocorrelation |
-
Wolters, Jürgen, (2000)
-
Maeshiro, Asatoshi, (1999)
-
An autoregressive distributed-lag modelling approach to cointegration analysis
Pesaran, M. Hashem, (1998)
- More ...
-
Testing Serial Independence against Time Irreversibility
Chen, Yi-Ting, (2003)
-
<italic>M</italic> Tests with a New Normalization Matrix
Chen, Yi-Ting, (2015)
-
Riskiness-minimizing spot-futures hedge ratio
Chen, Yi-Ting, (2014)
- More ...