Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Year of publication: |
1989
|
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Authors: | Harvey, Andrew C. |
Other Persons: | Stock, James H. (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 42.1989, 3, p. 319-336
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Geldtheorie | Monetary theory | Theorie | Theory |
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