Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Frédérique Bec, Heino Bohn Nielsen, Sarra Sai͏̈di
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Bec, Frédérique ; Bohn Nielsen, Heino ; Sai͏̈di, Sarra |
| Publisher: |
[Palaiseau] : Center for Research in Economics and Statistics |
| Subject: | Mixed autoregression | non-causal autoregression | maximum likelihood estimation | unit root test | Brent crude oil price | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Ölpreis | Oil price | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 22 Seiten) Illustrationen |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2019, 09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012237317