Series Estimation of Stochastic Processes : Recent Developments and Econometric Applications
Year of publication: |
2012
|
---|---|
Authors: | Phillips, Peter C. B. ; Liao, Zhipeng |
Publisher: |
[S.l.] : SSRN |
Subject: | Ökonometrie | Econometrics | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Series: | Cowles Foundation Discussion Paper ; No. 1871 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 4, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2141299 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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