Is it a short-memory, long-memory, or permanently Granger-causation influence?
Year of publication: |
2008
|
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Authors: | Chen, Wen-Den |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 27.2008, 7, p. 607-620
|
Subject: | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory |
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