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Industrial production in Germany and Austria: A case study in structural time series modelling

✍ Scribed by Gerhard Thury


Book ID
107383950
Publisher
SP Systems Engineering Society of China
Year
2003
Tongue
English
Weight
301 KB
Volume
12
Category
Article
ISSN
1004-3756

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Monetary aggregates for eleven European countries are analysed using the structural time-series methodology, paying special attention to unit root issues. Estimation of the parameters of the models is carried out by applying the asymptotic least squares (ALS) procedure. A comparison with the maximum