Seemingly unrelated time series equations and a test for homogeneity
F. Javier Fernández ; Andrew C. Harvey
| Year of publication: |
1990
|
|---|---|
| Authors: | Fernández, F. J. |
| Other Persons: | Harvey, Andrew C. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 8.1990, 1, p. 71-81
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model |
| 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/10001081589