Detecting common dynamics in transitory components
T. M. Christenen; A. S. Hurn; A. R. Pagan
| Year of publication: |
2009
|
|---|---|
| Authors: | Christensen, Tim M. ; Hurn, Stan ; Pagan, Adrian R. |
| Publisher: |
[S.l.] : National Centre for Econometric Research |
| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory |
| Extent: | Online-Ressource (31 S., 508.05 Kb) graph. Darst. |
|---|---|
| Series: | NCER working paper series. - [S.l.] : [s.n.], ZDB-ID 2451015-4. - Vol. 49 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003978749