Between cointegration and multicointegration : modelling time series dynamics by cumulative error correction models
Marcus Scheiblecker
| Year of publication: |
2013
|
|---|---|
| Authors: | Scheiblecker, Marcus |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 511-517
|
| Subject: | Cumulative error correction model | Cointegration | Consumption | Income | Kointegration | Privater Konsum | Private consumption | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Theorie | Theory | Schätzung | Estimation |
| 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/10009730766