Nonparametric cointegration analysis of fractional systems with unknown integration orders
Year of publication: |
2008
|
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Other Persons: | Nielsen, Morten Ørregaard (contributor) |
Publisher: |
Kingston, Ont. : Queen's Inst. for Economic Research |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Zinsstruktur | Yield curve |
Extent: | Online-Ressource (35 S.) |
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Series: | Queen's Economics Department working paper. - Kingston, Ontario : [Verlag nicht ermittelbar], ZDB-ID 2272591-X. - Vol. 1174 |
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 |
Other identifiers: | hdl:10419/67806 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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