Identification of a mixed autoregressive-moving average process : the corner method
Year of publication: |
1980
|
---|---|
Authors: | Beguin, Jean-Marc ; Gourieroux, Christian ; Monfort, Alain |
Published in: |
Time series : proceedings of the international conference held at Nottingham University, March 1979. - Amsterdam [u.a.] : North-Holland, ISBN 0-444-85418-5. - 1980, p. 423-436
|
Subject: | Ökonometrik Schätzung |
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