An I(\(d\)) model with trend and cycles
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Publication:737963
DOI10.1016/j.jeconom.2011.03.006zbMath1441.62573MaRDI QIDQ737963
Liudas Giraitis, Karim M. Abadir, Walter Distaso
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.03.006
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
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