Statistical inference in time series with unit root in the presence of infinite-variance disturbances
by Stefan Mittnik, Jeong-Ryeol Kim and Svetlozar T. Rachev
| Year of publication: |
1997
|
|---|---|
| Authors: | Mittnik, Stefan |
| Other Persons: | Kurz-Kim, Jeong-Ryeol (contributor) ; Račev, Svetlozar T. (contributor) |
| Publisher: |
Kiel : Inst. für Statistik und Ökonometrie |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 17, [10] Bl graph. Darst |
|---|---|
| Series: | Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel. - Kiel, ZDB-ID 573628-6. - Vol. 105 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 15 - 17 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001410603