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type_genre:"Collection of articles written by one author"
~subject:"Modellierung"
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Search: subject_exact:"Cointegration"
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Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent
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2012
Persistent link: https://www.econbiz.de/10010204938
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Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
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2014
Persistent link: https://www.econbiz.de/10010375999
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Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
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