Fractional integration analysis of long-run behavior for US macroeconomic time series
Year of publication: |
1994
|
---|---|
Authors: | Crato, Nuno |
Other Persons: | Rothman, Philip (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 45.1994, 3, p. 287-291
|
Subject: | ARFIMA | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States |
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