Large panels and high-dimensional vector autoregressive models
Laurent Callot
| Year of publication: |
2012
|
|---|---|
| Authors: | Callot, Laurent |
| Publisher: |
Aarhus |
| Subject: | VAR-Modell | VAR model | Panel | Panel study | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Theorie | Theory |
| Extent: | Online-Ressource (IX, 97 S.) graph. Darst. |
|---|---|
| Series: | ECON PhD dissertations. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2707850-4. - Vol. 2012,14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Århus |
| Notes: | Enth. 4 Beitr. |
| ISBN: | 978-87-90117-96-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010204938