Unobserved components in ARCH models : an application to seasonal adjustment
Year of publication: |
1994
|
---|---|
Authors: | Fiorentini, Gabriele |
Other Persons: | Maravall Herrero, Agustín (contributor) |
Institutions: | European University Institute / Department of Economics (contributor) |
Publisher: |
San Domenico (FI) : Europ. Univ. Inst., Florence, Economics Dep. |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy | Theorie | Theory | Saisonale Schwankungen | Seasonal variations |
Extent: | 32 S. |
---|---|
Series: | EUI working paper / ECO. - San Domenico : EUI, ZDB-ID 1385859-2. - Vol. 94,7 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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