Testing fractional integration with monthly data
Luis A. Gil-Alana
| Year of publication: |
1999
|
|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Publisher: |
[London] |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Einheitswurzeltest | Unit root test | Saisonale Schwankungen | Seasonal variations |
| Extent: | 22 S |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 02-99 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Hardcopy aus dem Internet Systemvoraussetzungen: Acrobat reader 22 S. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001400842