Long-run identification in a fractionally integrated system
Rolf Tschernig; Enzo Weber; Roland Weigand
| Year of publication: |
2013
|
|---|---|
| Authors: | Tschernig, Rolf ; Weber, Enzo ; Weigand, Roland |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 31.2013, 4, p. 438-450
|
| Subject: | Fractional cointegration | Long memory | Misspecification | Structural VAR | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010337858