Estimating the differencing parameter via the partial autocorrelation function
Year of publication: |
2000
|
---|---|
Authors: | Chong, Terence Tai-Leung |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 97.2000, 2, p. 365-381
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation |
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