Co-Integration Rank Testing under Conditional Heteroskedasticity
Year of publication: |
2009
|
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Authors: | Cavaliere, Giuseppe |
Other Persons: | Rahbek, Anders (contributor) ; Taylor, A. M. Robert (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Heteroskedastizität | Heteroscedasticity | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Ranking-Verfahren | Ranking method | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (48 p) |
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Series: | CREATES Research Paper ; No. 2009-22 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 28, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1411046 [DOI] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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