Inference on the Correlation between Permanent and Transitory Shocks for Unidentified Unobserved Components Models
Year of publication: |
[2009]
|
---|---|
Authors: | Nagakura, Daisuke |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Schock | Shock | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Korrelation | Correlation |
Extent: | 1 Online-Ressource (20 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.981646 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Common Serial Correlation and Common Business Cycles : A Cautious Note
Cubadda, Gianluca, (1999)
-
Hartwig, Benny, (2020)
-
Hartwig, Benny, (2020)
- More ...
-
Spurious regressions in technical trading : momentum or contrarian?
Shintani, Mototsugu, (2008)
-
Nagakura, Daisuke, (2008)
-
A state space approach to estimating the integrated variance and microstructure noise component
Nagakura, Daisuke, (2009)
- More ...