Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the long-memory parameter for real exchange rates
Year of publication: |
2005
|
---|---|
Authors: | Heravi, Saeed M. ; Patterson, Kerry D. |
Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 73.2005, 2, p. 165-213
|
Subject: | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | ARMA-Modell | ARMA model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
Heravi, Saeed, (2005)
-
Roy, Saktinil, (2004)
-
Uncertainty, model selection, and the PPP puzzle
Gadea, María Dolores, (2015)
- More ...
-
Data revisions and the expenditure components of GDP
Patterson, Kerry D., (1989)
-
The information content and gain of revisions to the components of GDP
Patterson, Kerry D., (1989)
-
The stationarity of data revisions : a study of some national income aggregates
Patterson, Kerry D., (1989)
- More ...