Cointegration, root functions and minimal bases
Year of publication: |
2021
|
---|---|
Authors: | Franchi, Massimo ; Paruolo, Paolo |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 9.2021, 3, Art.-No. 31, p. 1-27
|
Subject: | cointegration | I(d) | VAR | vector spaces | Theorie | Theory | VAR-Modell | VAR model | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics9030031 [DOI] hdl:10419/247621 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Faliva, Mario, (2006)
-
Faliva, Mario, (2006)
-
Macroeconomic variables and the Kenyan equity market : a time series analysis
Mutuku, Cyrus, (2015)
- More ...
-
Cointegration, root functions and minimal bases
Franchi, Massimo, (2021)
-
A characterization of vector autoregressive processes with common cyclical features
Franchi, Massimo, (2011)
-
Franchi, Massimo, (2015)
- More ...