Nonstationary covariance structure of detrended economic time series : a time varying model approach
Year of publication: |
1987
|
---|---|
Authors: | Naniwa, Sadao |
Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 5.1987, 1, p. 217-270
|
Subject: | Geldmenge | Money supply | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | USA | United States | Japan | 1966-1985 |
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