Analysing I(2) systems by transformed vector autoregressions
Year of publication: |
2004
|
---|---|
Authors: | Kongsted, Hans Christian ; Bohn Nielsen, Heino |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 66.2004, 3, p. 379-397
|
Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Autokorrelation | Autocorrelation |
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