Cointegration analysis with state space models
| Year of publication: |
2010
|
|---|---|
| Authors: | Wagner, Martin |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 94.2010, 3, p. 273-305
|
| Publisher: |
Springer |
| Subject: | State space models | Unit roots | Cointegration | Polynomial cointegration | Pseudo maximum likelihood estimation | Subspace algorithms |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775606