Time series regression with mixtures of integrated processes
Yoosoon Chang; Peter C. B. Phillips
| Year of publication: |
1995
|
|---|---|
| Authors: | Chang, Yoosoon ; Phillips, Peter C. B. |
| Publisher: |
Cambridge : Cambridge Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Extent: | S. 1033 - 1094 |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 1051 - 1052 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000629709