Estimation bias and inference in overlapping autoregressions : implications for the target-zone literature
Year of publication: |
2008
|
---|---|
Authors: | Darvas, Zsolt M. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 70.2008, 1, p. 1-22
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
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