Estimating the autoregressive parameter : recursive mean adjustment and the initial condition
Steven Cook
| Year of publication: |
2005
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|---|---|
| Authors: | Cook, Steven |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 12.2005, 4, p. 203-206
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| Subject: | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation |
| 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/10002698691