Estimation of partially nonstationary vector autoregressive models with seasonal behaviour
Year of publication: |
1994
|
---|---|
Authors: | Ahn, Sung K. |
Other Persons: | Reinsel, Gregory C. (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 62.1994, 2, p. 317-350
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
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