Extracting a common stochastic trend : theory with some applications
Yoosoon Chang; J. Isaac Miller; Joon Y. Park
| Year of publication: |
2009
|
|---|---|
| Authors: | Chang, Yoosoon ; Miller, J. Isaac ; Park, Joon Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 150.2009, 2, p. 231-247
|
| Subject: | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | USA | United States | Zustandsraummodell | State space model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10003858585