Nonstationary cointegration in the fractionally cointegrated VAR model
Year of publication: |
5-2018
|
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Authors: | Johansen, Søren ; Nielsen, Morten Ørregaard |
Publisher: |
Kingston, Ontario, Canada : Department of Economics, Queen's University |
Subject: | Cointegration | fractional integration | likelihood inference | vector autoregressive model | Kointegration | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Extent: | 1 Online-Ressource (circa 28 Seiten) Illustrationen |
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Series: | Queen's Economics Department working paper. - Kingston, Ontario : [Verlag nicht ermittelbar], ZDB-ID 2272591-X. - Vol. no. 1405 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/188917 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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