Parameter inference for a nearly nonstationary first order autoregressive model
J. Ahtola and G. C. Tiao
| Year of publication: |
1984
|
|---|---|
| Authors: | Ahtola, Juha ; Tiao, George C. |
| Publisher: |
Helsinki |
| Subject: | Ökonometrik Schätzung | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | 20 S. |
|---|---|
| Series: | Helsingin Yliopiston Kansantaloustieteen Laitoksen keskustelu- ja tutkimusaloitteita. - Helsinki, ISSN 0356-8393, ZDB-ID 878637-9. - Vol. 212 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 951-45-3274-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001810820