Extracting a common stochastic trend : theory with some applications
Year of publication: |
2009
|
---|---|
Authors: | Chang, Yoosoon ; Miller, J. Isaac ; Park, Joon Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 150.2009, 2, p. 231-247
|
Subject: | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | USA | United States | Zustandsraummodell | State space model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
Extracting a common stochastic trend : theories with some applications
Chang, Yoosoon, (2005)
-
Galati, Gabriele, (2016)
-
Cointegration analysis with mixed-frequency data
Seong, Byeongchan, (2007)
- More ...
-
Chang, Yoosoon, (2014)
-
Chang, Yoosoon, (2013)
-
Time-varying long-run income and output elasticities of electricity demand
Chang, Yoosoon, (2014)
- More ...