Unit roots vs other types of time heterogeneity, parameter time dependence and superexogeneity
Year of publication: |
1998
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
Publisher: |
London : Centre for Economic Forecasting |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 24 S |
---|---|
Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 04-98 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 23 - 24 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Beniwal, Mohit, (2023)
-
Parreno, Samuel John, (2023)
-
Mamatzakis, Emmanuel C., (2025)
- More ...
-
Selectivity, Market Timing and the Morningstar Star-Rating System
Antypas, Antonios, (2009)
-
Selectivity, market timing and the Morningstar star-rating system
Antypas, Antonios, (2009)
-
The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo study
Caporale, Guglielmo Maria, (2004)
- More ...