Estimating the Differencing Parameter Via the Partial Autocorrelation Function
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Bibliographic InfoPaper provided by Chinese University of Hong Kong, Department of Economics in its series Departmental Working Papers with number _088.
Date of creation: Jan 1998
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- Chong, Terence Tai-Leung, 2000. "Estimating the differencing parameter via the partial autocorrelation function," Journal of Econometrics, Elsevier, vol. 97(2), pages 365-381, August.
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- repec:ebl:ecbull:v:3:y:2007:i:67:p:1-10 is not listed on IDEAS
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