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

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001810820

A service of the