Residual log-periodogram inference for long-run relationships
Uwe Hassler, Francesc Marmol and Carlos Velasco
| Year of publication: |
2002
|
|---|---|
| Authors: | Hassler, Uwe ; Mármol, Francesc ; Velasco, Carlos |
| Publisher: |
Darmstadt : Inst. für Volkswirtschaftslehre |
| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Deskriptive Statistik | Descriptive statistics | Theorie | Theory | Induktive Statistik | Statistical inference | Schätzung | Estimation | Wechselkurs | Exchange rate | Welt | World |
| Extent: | 43 S |
|---|---|
| Series: | Darmstadt discussion papers in economics : Arbeitspapiere der Volkswirtschaftlichen Fachgebiete der TU Darmstadt. - Darmstadt : TU Darmstadt, Volkswirtschaftliche Fachgebiete, ISSN 1438-2733, ZDB-ID 2142788-4. - Vol. 115 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001751669