Measuring Persistence in Aggregate Output : Arma Models, Fractionally Integrated Arma Models and Nonparametric Procedures
Year of publication: |
1999
|
---|---|
Authors: | Hauser, Michael A. ; Poetscher, Benedikt M. ; Reschenhofer, Erhard |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Empirical Economics, Vol. 24, Iss. 2, May 1999 Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Moving Average Threshold Heterogeneous Autoregressive (MAT-HAR) Models
Motegi, Kaiji, (2020)
-
MaCurdy, Thomas, (2007)
-
Matrix Box-Cox models for multivariate realized volatility
Weigand, Roland, (2014)
- More ...
-
On Gagnon's criticism of ARMA models for real GNP growth
Hauser, Michael A., (1994)
-
Hauser, Michael A., (1999)
-
Modeling exchange rates : long-run dependence versus conditional heteroscedasticity
Hauser, Michael A., (1992)
- More ...