Cointegration in singular ARMA models
Year of publication: |
June 2017
|
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Authors: | Deistler, Manfred ; Wagner, Martin |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 155.2017, p. 39-42
|
Subject: | Cointegration | Singular ARMA systems | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Kointegration |
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