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VAR-Modell
Modellierung
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Scientific modelling
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Time series analysis
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VAR model
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Nielsen, Morten Ørregaard
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CREATES research paper
Discussion paper / Tinbergen Institute
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Journal of econometrics
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
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3
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
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