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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"The econometrics journal"
~person:"Harvey, Andrew C."
~subject:"Statistical method"
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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
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Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
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