A note on joint estimation of common cycles and common trends in nonstationary multivariate systems
Year of publication: |
2003
|
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Authors: | Kapetanios, George |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Kointegration | Nichtlineares Verfahren | Multiple Regression | Ranking-Verfahren | Common cycles and trends, Tests of rank, Cointegration |
Series: | Working Paper ; 483 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 37702015X [GVK] hdl:10419/62848 [Handle] |
Classification: | C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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