Inference on Co-Integration Parameters in Heteroskedastic Vector Autoregressions
Year of publication: |
2013
|
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Authors: | Boswijk, Herman Peter ; Cavaliere, Giuseppe ; Rahbek, Anders ; Taylor, Robert |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (53 p) |
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Series: | Tinbergen Institute ; 13-187/III |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2359482 [DOI] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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