Testing for codependence of non-stationary variables
Carsten Trenkler, Enzo Weber
| Year of publication: |
2010
|
|---|---|
| Authors: | Trenkler, Carsten ; Weber, Enzo |
| Publisher: |
Regensburg : Univ. |
| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Korrelation | Correlation | Statistischer Test | Statistical test | Theorie | Theory | Schätzung | Estimation | Zins | Interest rate | Zinspolitik | Interest rate policy | USA | United States | EU-Staaten | EU countries |
| Extent: | Online-Ressource (22 S., 286 KB) graph. Darst. |
|---|---|
| Series: | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft. - Regensburg, ZDB-ID 2497692-1. - Vol. 446 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008697059