Time series properties of aggregate output fluctuations
type: Item
instance of: scholarly article
title: Time series properties of aggregate output fluctuations
zbMATH Open document ID: 0776.62087
DOI: 10.1016/0304-4076(93)90100-J
author: Steven N. Durlauf
published in: Journal of Econometrics
publication date: 1993-10-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 425584
zbMATH Keywords: martingale hypothesis
zbMATH Keywords: unit root component of output
zbMATH Keywords: deviations from white noise
zbMATH Keywords: time series properties of aggregate U.S. output
zbMATH Keywords: random walk with drift
zbMATH Keywords: spectral distribution function
zbMATH Keywords: second moment implications
MaRDI profile type: Publication
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full work available at URL: 0304-4076(93)90100-j
OpenAlex ID: W2032662250
description: scientific article; zbMATH DE number 425584