Co-integration, error correction, and the econometric analysis of non-stationary data
Year of publication: |
1993
|
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Other Persons: | Banerjee, Anindya (contributor) |
Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
Description of contents: | Description [zbmath.org] |
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind, (1993)
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Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
- More ...
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Measuring Long-Run Exchange Rate Pass-Through
de Bandt, Olivier, (2007)
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Measuring Long-Run Exchange Rate Pass-Through
Kozluk, Tomasz, (2008)
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Forecasting macroeconomic variables for the new member states of the European Union
Banerjee, Anindya, (2005)
- More ...