Edgeworth's time series model : not AR(1) but same covariance structure
Stephen Portnoy
| Year of publication: |
2019
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|---|---|
| Authors: | Portnoy, Steven |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 213.2019, 1, p. 281-288
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| Subject: | AR(1) | Counterexample | Edgeworth process | Model diagnostics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304552