Continuous time autoregressive models with common stochastic trends
A. C. Harvey ; James H. Stock
| Year of publication: |
1988
|
|---|---|
| Authors: | Harvey, Andrew C. |
| Other Persons: | Stock, James H. (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 12.1988, 2, p. 199-607
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001269088