Frequency domain principal components estimation of fractionally cointegrated processes
Year of publication: |
2004-03-01
|
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Authors: | Morana, Claudio |
Publisher: |
European Central Bank |
Subject: | Monte-Carlo-Methode | Monte Carlo method | Schätztheorie | Estimation theory | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1271808 bytes 63 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C22 - Time-Series Models ; Statistical Methods and Econometrics. General Resources ; Individual Working Papers, Preprints |
Source: |
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