Analysing I(2) Systems by Transformed Vector Autoregressions
Year of publication: |
2004
|
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Authors: | Kongsted, Hans Christian ; Nielsen, Heino Bohn |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Oxford Bulletin of Economics & Statistics, Vol. 66, No. 3, pp. 379-397, July 2004 |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; F41 - Open Economy Macroeconomics |
Source: | ECONIS - Online Catalogue of the ZBW |
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