Periodic correlation vs. integration and cointegration (Okresowa korelacja a integracja i kointegracja)
Year of publication: |
2004
|
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Authors: | Broszkiewicz-Suwaj, Ewa ; Wylomanska, Agnieszka |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Cointegration | Integration | PARMA model | Periodic correlation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | Polish |
Notes: | Published in Prace Naukowe Akademii Ekonomicznej we Wroc³awiu 1088 (2005) 83-89, in Polish. Number HSC/04/04 9 pages |
Classification: | C51 - Model Construction and Estimation ; c58 ; Q40 - Energy. General |
Source: |
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