On the seasonality of vector autoregression residuals
[Von] John B. Burbidge and L. Magee, Michael R. Veall. Received 18.12.1984
| Year of publication: |
1985
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|---|---|
| Authors: | Burbidge, John B. ; Magee, L. ; Veall, Michael R. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 18.1985, 2/3, p. 137-141
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| Subject: | Ökonometrik Schätzung | Saisonale Schwankungen | Seasonal variations | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Saisonkomponente | Seasonal component | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001966160