Fraktional integrierte Prozesse in der Ökonometrie : mit einer empirischen Analyse von Inflations- und Zinsdaten
Year of publication: |
1993
|
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Authors: | Hassler, Uwe |
Publisher: |
Frankfurt am Main : Haag + Herchen |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Realzins | Real interest rate | Deutschland | Germany | Schweiz | Switzerland | USA | United States | ARFIMA-Modell |
Description of contents: | Table of Contents [gbv.de] |
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Steurer, Elmar, (1997)
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Kohn, Wolfgang, (1991)
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Jung, Robert, (1999)
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Unlucky Number 13? Manipulating Evidence Subject to Snooping
Hassler, Uwe, (2022)
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Understanding nonsense correlation between (independent) random walks in finite samples
Hassler, Uwe, (2021)
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Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg, (2000)
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