Time series models with an EGB2 conditional distribution
Year of publication: |
2014
|
---|---|
Authors: | Caivano, Michele ; Harvey, Andrew C. |
Publisher: |
[Roma] : Banca d'Italia |
Subject: | Wirtschaftswachstum | Economic growth | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Betafaktor | Beta risk | Dynamische Wirtschaftstheorie | Economic dynamics | USA | United States |
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