USING MEAN REVERSION AS A MEASURE OF PERSISTENCE*

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Date: 2004-11-29 08:12:02 Estimation 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 List Source URL: www.ecb.europa.eu Download Document from Source Website File Size: 1,98 MB Share Document on Facebook