Testing for common cycles in non-stationary VARS with varied frequency data
Thomas B. Götz, Alain Hecq and Jean-Pierre Urbain
| Year of publication: |
2013
|
|---|---|
| Authors: | Götz, Thomas B. ; Hecq, Alain W. J. ; Urbain, Jean-Pierre |
| Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 361-393
|
| Subject: | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Kointegration | Cointegration | Schätzung | Estimation | Industrieproduktion | Industrial production | Monte-Carlo-Simulation | Monte Carlo simulation | Deutschland | Germany | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010252319