Specification of echelon-form VARMA models
Helmut Lütkepohl ; D. S. Poskitt
| Year of publication: |
1996
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Other Persons: | Poskitt, Donald Stephen (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. 14.1996, 1, p. 69-79
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator | Theorie | Theory | Zinsstruktur | Yield curve | Schätzung | Estimation | Getreideprodukt | Cereal product | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | VARMA = Vector autoregressive moving average model |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001203177