Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series
Year of publication: |
2017
|
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Authors: | Maxand, Simone |
Other Persons: | Herwartz, Helmut (degree supervisor) ; Herwartz, Helmut (degree supervisor) ; Kneib, Thomas (degree supervisor) ; Berger, Tino (degree supervisor) |
Publisher: |
Göttingen |
Subject: | Time Series Analysis | Panel Unit Root Tests | Structural VAR | Dependence measures | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | VAR-Modell | VAR model | Panel | Panel study |
Extent: | 1 Online-Ressource (circa 162 Seiten) Illustrationen, Diagramme |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Aufsatzsammlung ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Georg-August-Universität Göttingen, 2017 |
Source: | ECONIS - Online Catalogue of the ZBW |
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