Copula-based time series with filtered nonstationarity
by Xiaohong Chen, Zhijie Xiao, and Bo Wang
| Year of publication: |
2020 ; Final version: October 2020
|
|---|---|
| Authors: | Chen, Xiaohong ; Xiao, Zhijie ; Wang, Bo |
| Publisher: |
New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University |
| Subject: | Residual copula | Cointegration | Unit Root | Nonstationarity | Nonlinearity | Tail Dependence | Semiparametric | Generated regressors | GNP and CAY residuals | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Einheitswurzeltest | Unit root test | Kointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Nationaleinkommen | National income | Statistische Verteilung | Statistical distribution | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process |
freely available
| Extent: | 1 Online-Ressource (circa 70 Seiten) Illustrationen |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. no. 2242R (Revised October 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012320594