Generalized Method of Moment and Indirect Estimation of the ARASMA Model
Year of publication: |
1997-12-15
|
---|---|
Authors: | Brännäs, Kurt ; de Luna, Xavier |
Institutions: | Institutionen för Nationalekonomi, Umeå Universitet |
Subject: | Estimation | Nonlinearity Test | Small Sample Properties | Time Series |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Published in Computational Statistics, 1998, pages 485-494. The text is part of a series Umeå Economic Studies Number 436 10 pages |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
-
A new INAR(1) model for Z-valued time series using the relative binomial thinning operator
Kachour, Maher, (2023)
-
Sluis, Pieter J. van der, (1998)
-
Maekawa, Koichi, (2001)
- More ...
-
Graphical diagnostics of endogeneity
de Luna, Xavier, (2001)
-
The Efficacy and Cost of Regime Shifts in Inflation Policies: Evidence from New Zealand and Sweden
Daunfeldt, Sven-Olov, (1998)
-
Central Bank Independence and Price Stability: Evidence from 23 OECD-countries
Daunfeldt, Sven-Olov, (2002)
- More ...