The finite-sample properties of autoregressive approximations of factionally-integrated and non-invertible processes
S. D. Grose and D. S. Poskitt
| Year of publication: |
2006
|
|---|---|
| Authors: | Grose, Simone D. ; Poskitt, Donald Stephen |
| Publisher: |
[Clayton,] Vic. |
| Subject: | Schätztheorie | Estimation theory |
| Extent: | 34 S. graph. Darst. |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 06,15 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/2006/wp15-06.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003360998