Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
Katsumi Shimotsu; Morten Ørregaard Nielsen
| Year of publication: |
2006
|
|---|---|
| Other Persons: | Shimotsu, Katsumi (contributor) ; Nielsen, Morten Ørregaard (contributor) |
| Publisher: |
Kingston, Ontario |
| Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Ranking-Verfahren | Ranking method | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource, 33 S., Text graph. Darst. |
|---|---|
| Series: | Queen's Economics Department working paper. - Kingston, Ontario : [Verlag nicht ermittelbar], ZDB-ID 2272591-X. - Vol. 1029 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003295720