Cointegration in functional autoregressive processes
Massimo Franchi, Paolo Paruolo
| Year of publication: |
2020
|
|---|---|
| Authors: | Franchi, Massimo ; Paruolo, Paolo |
| Subject: | Kointegration | Cointegration | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466619000306 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307240