Univariate unobserved-component model with a nonrandom-walk permanent component
Year of publication: |
2013
|
---|---|
Authors: | Xu, Zhiwei |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 31/33, p. 4733-4737
|
Subject: | unobserved-component model | random-walk assumption | permanent and transitory shocks | Schock | Shock | Schätztheorie | Estimation theory |
-
Univariate Unobserved-Component Model with a Non-Random-Walk Permanent Component
Xu, Zhiwei, (2008)
-
Permanent and transitory shocks in the presence of asymmetric error correction
Chan, F., (2015)
-
Common trends and common cycles in stock markets
Narayan, Paresh Kumar, (2013)
- More ...
-
Univariate Unobserved-Component Model with Non-Random Walk Permanent Component
Xu, Zhiwei, (2008)
-
Firm Dynamics in News Driven Business Cycle: The Role of Endogenous Survival Rate
Xu, Zhiwei, (2010)
-
When do inventories destabilize the economy? an analytical approach to (S,s) policies
Wang, Pengfei, (2011)
- More ...