Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures
| Year of publication: |
1999
|
|---|---|
| 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 5193941. - Vol. 24.1999, 2, p. 243-270
|