Simultaneous indirect inference, impulse responses and ARMA models
Year of publication: |
2020
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Authors: | Khalaf, Lynda ; Peraza López, Beatriz |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 8.2020, 2/12, p. 1-26
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Subject: | ARMA | Impulse-Response | Indirect Inference | Monte Carlo test | Root Cancelation | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | Monte-Carlo-Simulation | Monte Carlo simulation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics8020012 [DOI] hdl:10419/247560 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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