Testing for the cointegrating rank in the presence of level shifts
Carsten Trenkler
| Year of publication: |
2002
|
|---|---|
| Authors: | Trenkler, Carsten |
| Publisher: |
Aachen : Shaker |
| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Stufenflexibilität | Adjustable peg | Polen | Poland | Vektor-autoregressives Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | VII, 170 S graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Berlin, Univ., Diss., 2002 |
| ISBN: | 3-8322-0557-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001700328