Effect of the order of fractional integration on impulse responses
Uwe Hassler; Mehdi Hosseinkouchack
| Year of publication: |
2014
|
|---|---|
| Authors: | Hassler, Uwe ; Hosseinkouchack, Mehdi |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 2, p. 311-314
|
| Subject: | Long memory | Anti-persistence | Decay of autocorrelation | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
| 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://ebvufind01.dmz1.zbw.eu/10010505295