Cointegration analysis with state space models
Martin Wagner
| Year of publication: |
2010
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|---|---|
| Authors: | Wagner, Martin |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 94.2010, 3, p. 273-305
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| Subject: | Zustandsraummodell | State space model | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Algorithmus | Algorithm | Theorie | 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/10008669447