Partial cointegrated vector autoregressive modelswith structural breaks in deterministic terms
Takamitsu Kurita and Bent Nielsen
| Year of publication: |
22 October 2018
|
|---|---|
| Authors: | Kurita, Takamitsu ; Nielsen, Bent |
| Publisher: |
Oxford, United Kingdom : Nuffield College, University of Oxford |
| Subject: | partial cointegrated vector autoregressive models | Structural breaks | Deterministic terms | Weak exogeneity | Cointegrating rank | Response surface | VAR-Modell | VAR model | Kointegration | Cointegration | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
|---|---|
| Series: | Economics discussion papers. - Oxford : [Verlag nicht ermittelbar], ZDB-ID 2103758-9. - Vol. 2018-W03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012492530