Detection of change in persistence of a linear time series
Jae-young Kim
| Year of publication: |
2000
|
|---|---|
| Authors: | Kim, Chae-yŏng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 95.2000, 1, p. 97-116
|
| Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Inflationsrate | Inflation rate | Haushaltsdefizit | Budget deficit | USA | United States | 1948-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in Vol. 109.2002,2, S. 389 - 392 In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432520