Memory parameter estimation in the presence of level shifts and deterministic trends
Adam McCloskey; Pierre Perron
| Year of publication: |
2013
|
|---|---|
| Authors: | McCloskey, Adam ; Perron, Pierre |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 6, p. 1196-1237
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010343727