Estimating fractionally integrated time series models
Year of publication: |
1993
|
---|---|
Authors: | Beveridge, Steve |
Other Persons: | Oickle, Cyril (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 43.1993, 2, p. 137-142
|
Subject: | ARMA | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
Time Series Econometrics : Learning Through Replication
Levendis, John D., (2018)
-
Introduction to time series analysis for organizational research : methods for longitudinal analyses
Jebb, Andrew T., (2017)
-
Time Series Econometrics : Learning Through Replication
Levendis, John D., (2023)
- More ...
-
Beveridge, Steve, (1994)
-
Long memory in the Canadian stock market
Beveridge, Steve, (1997)
-
Estimating fractionally integrated time series models
Beveridge, Steve, (1993)
- More ...