Autoregressive-asymmetric moving average models for business cycle data
Year of publication: |
1994
|
---|---|
Authors: | Brännäs, Kurt |
Other Persons: | Gooijer, Jan G. de (contributor) |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 13.1994, 6, p. 529-544
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nationaleinkommen | National income | Theorie | Theory | Schätzung | Estimation | USA | United States | 1950-1985 |
-
Chambers, Marcus J., (1999)
-
On the estimation of persistence in the context of general ARFIMA processes
Xu, Qiang, (1992)
-
Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz, (1998)
- More ...
-
Testing Linearity against Nonlinear Moving Average Models
Brännäs, Kurt, (1997)
-
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH
Brännäs, Kurt, (2000)
-
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
Brännäs, Kurt, (2000)
- More ...