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

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