Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Pentti Saikkonen & Helmut Lütkepohl
| Year of publication: |
2000
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|---|---|
| Authors: | Saikkonen, Pentti ; Lütkepohl, Helmut |
| Published in: |
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory. - Cambridge : Cambridge University Press, ISBN 0-521-02868-X. - 2000, p. 165-201
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| Subject: | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Nonlinear econometric modeling in time series analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001532227