Approximate state space modelling of unobserved fractional components
Tobias Hartl and Roland Jucknewitz
| Year of publication: |
2022
|
|---|---|
| Authors: | Hartl, Tobias ; Jucknewitz, Roland |
| Subject: | Fractional cointegration | long memory | state space | unobserved components | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1841444 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167584