A general inversion theorem for cointegration
Massimo Franchi and Paolo Paruolo
| Year of publication: |
2019
|
|---|---|
| Authors: | Franchi, Massimo ; Paruolo, Paolo |
| Subject: | auto regressive representation | Cointegration | common trends | moving average representation | triangular representation | Kointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1536100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181400