Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Kai Carstensen
| Year of publication: |
1999 ; (Rev. version)
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|---|---|
| Authors: | Carstensen, Kai |
| Publisher: |
Kiel : Inst. of Statistics and Econometrics |
| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Extent: | 13 Bl |
|---|---|
| Series: | Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel. - Kiel, ZDB-ID 573628-6. - Vol. 126 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 11 - 12 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001465498