Fractional Cointegration Rank Estimation
Year of publication: |
2014
|
---|---|
Authors: | Lasak, Katarzyna |
Other Persons: | Velasco, Carlos (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Ranking-Verfahren | Ranking method |
Extent: | 1 Online-Ressource (33 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 12, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2395195 [DOI] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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