Moving average filters and unit roots
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Publication:1189353
DOI10.1016/0165-1765(91)90077-XzbMath0850.62877MaRDI QIDQ1189353
Publication date: 26 September 1992
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(91)90077-x
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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