The Hamilton model with a general autoregressive component : estimation and comparison with other models of economic time series
Pok-sang Lam
| Year of publication: |
1990
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| Authors: | Lam, Pok-sang |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 26.1990, 3, p. 409-432
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nationaleinkommen | National income | USA | United States | 1952-1984 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001102486