State-Dependent Autoregressive Models : Properties, Estimation and Forecasting
Year of publication: |
[2021]
|
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Authors: | Gobbi, Fabio ; Mulinacci, Sabrina |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 7, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3823245 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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