Research Catalog

Nelson and Plosser revisited : evidence from fractional ARIMA models / Luis A. Gil-Alaña.

Title
Nelson and Plosser revisited : evidence from fractional ARIMA models / Luis A. Gil-Alaña.
Author
Gil-Alaña, Luis A.
Publication
San Domenico (FI) Italy : European University Institute, Florence, [1998]

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
Request for On-site UseRequest Scan
How do I pick up this item and when will it be ready?
TextRequest in advance HA30.3 .G55 1998xOff-site

Details

Additional Authors
European University Institute. Department of Economics.
Description
36 p.; 22 cm.
Series Statement
EUI working paper. ECO ; no. 98/21
Uniform Title
EUI working paper. ECO no. 98/21.
Subject
  • Time-series analysis > Econometric models
  • Box-Jenkins forecasting
Note
  • "July 1998"--T.p. verso.
  • At head of title: European University Institute, Florence, Economics Dept.
Bibliography (note)
  • Includes bibliographical references (p. 17-18).
Processing Action (note)
  • committed to retain
OCLC
  • 40307351
  • SCSB-11939582
Owning Institutions
Harvard Library