Long-run identification in a fractionally integrated system
Rolf Tschernig, Enzo Weber, Roland Weigand
| Year of publication: |
2010
|
|---|---|
| Authors: | Tschernig, Rolf ; Weber, Enzo ; Weigand, Roland |
| Publisher: |
Regensburg : Univ. |
| Subject: | Long memory | VAR-Modell | VAR model | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Konjunktur | Business cycle | Preisniveau | Price level | Schock | Shock | USA | United States |
| Extent: | Online-Ressource (33 S., 480 KB) graph. Darst. |
|---|---|
| Series: | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft. - Regensburg, ZDB-ID 2497692-1. - Vol. 447 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008697066