Measuring persistence in aggregate output : ARMA models, fractionally integrated ARMA models and nonparametric procedures
Michael A. Hauser ; Benedikt M. Pötscher ; Erhard Reschenhofer
| Year of publication: |
1999
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|---|---|
| Authors: | Hauser, Michael A. ; Pötscher, Benedikt M. ; Reschenhofer, Erhard |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 24.1999, 2, p. 243-269
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Empirical economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001388897