An optimal test against a Random walk component in a non-orthogonal unobserved components model
Year of publication: |
2000
|
---|---|
Authors: | Bailey, Ralph W. |
Other Persons: | Taylor, Robert (contributor) ; Taylor, Robert (contributor) |
Publisher: |
Birmingham |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Random Walk | Random walk |
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