Copula-based time series with filtered nonstationarity
Xiaohong Chen, Zhijie Xiao, Bo Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Xiaohong ; Xiao, Zhijie ; Wang, Bo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 228.2022, 1, p. 127-155
|
| Subject: | Cointegration | Generated regressors | GNP and CAY residuals | Nonlinearity | Nonstationarity | Residual copula | Semiparametric | Tail dependence | Unit root | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Kointegration | Einheitswurzeltest | Unit root test | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Nationaleinkommen | National income | Statistische Verteilung | Statistical distribution | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013441732