Detection of change in persistence of a linear time series
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 |
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