Monitoring Stationarity and Cointegration
Year of publication: |
2015
|
---|---|
Authors: | Wagner, Martin |
Other Persons: | Wied, Dominik (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Kointegration | Cointegration |
Extent: | 1 Online-Ressource (71 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 29, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2624657 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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