A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic
Peter A. Prazmowski
| Year of publication: |
2005
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|---|---|
| Authors: | Prazmowski, Peter A. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 12.2005, 3, p. 155-160
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| Subject: | Dominikanische Republik | Dominican Republic | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Zustandsraummodell | State space model | Schätztheorie | Estimation theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002621336