On the effect of deterministic terms on the bias in stable AR models
Noud P. A. van Giersbergen
| Year of publication: |
2005
|
|---|---|
| Authors: | Giersbergen, Noud P. A. van |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 89.2005, 1, p. 75-82
|
| Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003114832