Gains in efficiency from joint estimation of systems of autoregressive-moving average processes
Charles R. Nelson
| Year of publication: |
1976
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|---|---|
| Authors: | Nelson, Charles R. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 4.1976, 4, p. 331-348
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| Subject: | Konjunkturstatistik | Statistische Methode | Wirtschaftserwartung |
| Type of publication: | Article |
|---|---|
| Notes: | ARMA = autoregressive-moving average |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002568293