First Page | Document Content | |
---|---|---|
Date: 2004-11-29 08:12:02Estimation theory Estimator Statistical inference Unit root Autoregressive conditional heteroskedasticity Normal distribution Statistics Time series analysis Econometrics | USING MEAN REVERSION AS A MEASURE OF PERSISTENCE*Add to Reading ListSource URL: www.ecb.europa.euDownload Document from Source WebsiteFile Size: 1,98 MBShare Document on Facebook |