Estimation of Nonlinear Error Correction Models
Year of publication: |
[2008]
|
---|---|
Authors: | Seo, Myung Hwan |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Series: | LSE STICERD Research Paper ; No. EM517 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2007 erstellt |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Vogelsang, Timothy J., (2024)
-
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan, (2013)
-
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan, (2013)
- More ...
-
Testing for Threshold Effects in Regression Models
Lee, Sokbae, (2011)
-
Testing for threshold effects in regression models
Sokbae 'Simon' Lee, (2010)
-
Structural-break models under mis-specification: implications for forecasting
Koo, Boonsoo, (2013)
- More ...