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Moment generating functions and further exact results for autoregressions with multiple frequency unit roots

Jean-Yves Pitarakis

Publication Data

Title Moment generating functions and further exact results for autoregressions with multiple frequency unit roots
Author Jean-Yves Pitarakis
Contributor
Publisher University of Reading, Department of Economics
Publication date 1996
Publication location Reading
Language English

Descriptive Notes

At foot of cover: Centre for Quantitative Economics & Computing, Department of Economics, University of Reading.

Topics

Autoregression (Statistics)
Mathematical statistics

Catalogue Data

OBNB ID GB9681891
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 16 p.
P1042 Includes bibliographical references.

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Moment generating functions and further exact results for autoregressions with multiple frequency unit roots by Jean-Yves Pitarakis. Published by University of Reading, Department of Economics in 1996. Publication and catalogue information, links to buy online and reader comments.