Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Year of publication: |
[2019]
|
---|---|
Authors: | Bec, Frédérique ; Bohn Nielsen, Heino ; Sai͏̈di, Sarra |
Publisher: |
[Palaiseau] : Center for Research in Economics and Statistics |
Subject: | Mixed autoregression | non-causal autoregression | maximum likelihood estimation | unit root test | Brent crude oil price | Einheitswurzeltest | Unit root test | Ölpreis | Oil price | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Extent: | 1 Online-Ressource (circa 22 Seiten) Illustrationen |
---|---|
Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2019, 09 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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