Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Jean-Marie Dufour; Olivier Torrès
| Year of publication: |
2000
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Torrès, Olivier |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 99.2000, 2, p. 255-289
|
| Subject: | Markov-Kette | Markov chain | Theorie | Theory | Autokorrelation | Autocorrelation | Schätzung | Estimation | Investition | Investment | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001511971