Fractional integration analysis of long-run behavior for US macroeconomic time series
Nuno Crato ; Philip Rothman
| Year of publication: |
1994
|
|---|---|
| Authors: | Crato, Nuno |
| Other Persons: | Rothman, Philip (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 45.1994, 3, p. 287-291
|
| Subject: | ARFIMA | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States |
| 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/10001165789