Long run, seasonal and cyclical long memory in macroeconomic time series
Year of publication: |
2003
|
---|---|
Authors: | Candelon, Bertrand ; Gil-Alaña, Luis A. |
Publisher: |
Maastricht |
Subject: | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | Theorie | Theory |
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