Moment generating function and further exact results for autoregression with multiple frequency unit roots
Year of publication: |
1996
|
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Authors: | Pitarakis, Jean-Yves |
Institutions: | Centre for Quantitative Economics & Computing (contributor) |
Publisher: |
Reading : Centre for Quantitative Economics & Computing |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Regressionsanalyse | Regression analysis | Autokorrelation | Autocorrelation |
Extent: | 16 S |
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Series: | Discussion papers in quantitative economics and computing / E. - Reading, ZDB-ID 2553769-6. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 14 - 16 |
Source: | ECONIS - Online Catalogue of the ZBW |
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