Index models with integrated time series
Year of publication: |
2003
|
---|---|
Authors: | Chang, Yoosoon ; Park, Joon Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 114.2003, 1, p. 73-106
|
Subject: | Neuronale Netze | Neural networks | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Regressionsanalyse | Regression analysis | Indexberechnung | Index construction |
-
Modelling Los Angeles water leaks using different measures of temperature
O'Leary, Daniel E., (2016)
-
Modeling Los Angeles Water Leaks Using Different Measures of Temperature
O'Leary, Daniel E., (2016)
-
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis, (2009)
- More ...
-
Evaluating factor pricing models using high-frequency panels
Chang, Yoosoon, (2016)
-
Bootstrapping cointegrating regressions
Chang, Yoosoon, (2006)
-
Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon, (2009)
- More ...