Measuring conditional persistence in nonlinear time series
Year of publication: |
2007
|
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Authors: | Kapetanios, George |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 69.2007, 3, p. 363-386
|
Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Kaufkraftparität | Purchasing power parity | Messung | Measurement |
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