Time-varying cointegration and the Kalman filter
Burak Alparslan Eroğlu, J. Isaac Miller, and Taner Yiğit
| Year of publication: |
2022
|
|---|---|
| Authors: | Eroğlu, Burak Alparslan ; Miller, J. Isaac ; Yigit, Taner M. |
| Subject: | Climate change | Kalman filter | spurious regression | time-varying cointegration | Zustandsraummodell | State space model | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Klimawandel | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1861776 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167573