Optimal Pseudo-Gaussian and Rank-Based Tests of the Cointegration Rank in Semiparametric Error-Correction Models
Year of publication: |
2015
|
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Authors: | Hallin, Marc |
Other Persons: | Van den Akker, Ramon (contributor) ; Werker, Bas J. M. (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (72 p) |
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Series: | CentER Discussion Paper Series ; No. 2015-001 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 8, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2547432 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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