Estimating the rank of the spectral density matrix
Year of publication: |
2004
|
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Authors: | Camba-Mendez, Gonzalo ; Kapetanios, George |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 559104 bytes 28 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; Currency. Monetary policy ; Individual Working Papers, Preprints |
Source: |
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