Nonlinear stochastic trends
Year of publication: |
1997
|
---|---|
Authors: | Granger, C. W. J. |
Other Persons: | Inoue, Tomoo (contributor) ; Morin, Norman (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 81.1997, 1, p. 65-92
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Granger, Clive W. J., (1997)
-
Granger, Clive W.J., (1997)
-
The Impact of China's Slowdown on the Asia Pacific Region : An Application of the GVAR Model
Inoue, Tomoo, (2015)
- More ...