Measuring persistence in aggregate output : ARMA models, fractionally integrated ARMA models and nonparametric procedures
Year of publication: |
1999
|
---|---|
Authors: | Hauser, Michael A. ; Pötscher, Benedikt M. ; Reschenhofer, Erhard |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 24.1999, 2, p. 243-269
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model |
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