Testing for predictability in a noninvertible ARMA model
Year of publication: |
2012
|
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Authors: | Lanne, Markku ; Meitz, Mika ; Saikkonen, Pentti |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Lanne, Markku and Meitz, Mika and Saikkonen, Pentti (2012): Testing for predictability in a noninvertible ARMA model. |
Classification: | C53 - Forecasting and Other Model Applications ; G12 - Asset Pricing ; C22 - Time-Series Models |
Source: | BASE |
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