Estimating aggregate autoregressive processes when only macro data are available
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Publication:485694
DOI10.1016/j.econlet.2014.06.012zbMath1303.62046OpenAlexW3125572137MaRDI QIDQ485694
Publication date: 14 January 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.06.012
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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