Inference on the dimension of the nonstationary subspace in functional time series
Morten Ørregaard Nielsen, Wonk-ki Seo and Dakyung Seong
| Year of publication: |
2022
|
|---|---|
| Authors: | Nielsen, Morten Ørregaard ; Seo, Wonk-ki ; Seong, Dakyung |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | cointegration | functional data | nonstationarity | stochastic trends | variance ratio | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Induktive Statistik | Statistical inference | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2022, 04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012816384