On the identification and estimation of nonstationary and cointegrated ARMAX systems
D. S. Poskitt
| Year of publication: |
2006
|
|---|---|
| Authors: | Poskitt, Donald Stephen |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 6, p. 1138-1175
|
| Subject: | ARMA-Modell | ARMA model | Kointegration | Cointegration |
| 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/10003396958