Characterization, estimation and prediction of multivariate autoregressive time series with unit roots
Jostein Paulsen
| Year of publication: |
1982
|
|---|---|
| Authors: | Paulsen, Jostein |
| Publisher: |
Bergen : Dept., Univ. |
| Subject: | Statistik Zeitreihe | Ökonometrik Schätzung | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Prognoseverfahren | Forecasting model |
| Extent: | 40 S |
|---|---|
| Series: | Statistical report / Department of Mathematics, University of Bergen. - Bergen, ISSN 0333-1865, ZDB-ID 1109518-0. - Vol. 3 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000012036