Persistence in macroeconomic time series : is it a model invariant property?
Year of publication: |
1996
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
Publisher: |
London : Centre for Economic Forecasting |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 22 S |
---|---|
Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 2-96 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 20 - 21 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Computing the update of the repeated median regression line in linear time
Bernholt, Thorsten, (2002)
-
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio, (2014)
-
Lee, Mei-Yu, (2014)
- More ...
-
The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo study
Caporale, Guglielmo Maria, (2004)
-
Caporale, Guglielmo Maria, (2004)
-
Selectivity, Market Timing and the Morningstar Star-Rating System
Antypas, Antonios, (2009)
- More ...