Functional-coefficient cointegration models
Zhijie Xiao
| Year of publication: |
2009
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|---|---|
| Authors: | Xiao, Zhijie |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 152.2009, 2, p. 81-92
|
| Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003892686