Paul Engle: A Checklist
نویسندگان
چکیده
منابع مشابه
Stochastic Permanent Breaks by Robert F . Engle
1 This paper aims to bridge the gap between processes where shocks are permanent and those with transitory shocks by formulating a process in which the long run impact of each innovation is time varying and stochastic. Frequent transitory shocks are supplemented by occasional permanent shifts. The stochastic permanent breaks (STOPBREAK) process is based on the premise that a shock is more likel...
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ژورنال
عنوان ژورنال: Books at Iowa
سال: 1966
ISSN: 0006-7474,2378-4830
DOI: 10.17077/0006-7474.1035