Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Jean-Marie Dufour; Jouini Tarek
| Year of publication: |
Febr. 2005
|
|---|---|
| Other Persons: | Dufour, Jean-Marie (contributor) ; Tarek, Jouini (contributor) |
| Publisher: |
Montréal, Québec : Dép. de Sciences Economiques, Univ. de Montréal |
| Subject: | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | Online-Ressource, 33 p., text |
|---|---|
| Series: | Cahier / Départment de Sciences Économiques, Université de Montréal. - Montréal : [Verlag nicht ermittelbar], ZDB-ID 2137610-4. - Vol. 2005,09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002753139