Selected problems in the analysis of nonstationary & nonlinear time series
Year of publication: |
2011
|
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Authors: | Nachane, Dilip M. |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 9.2011, 1, p. 1-17
|
Subject: | Nonstationary lesting | unit roots | nonlinear cointegration | polyspectra | evolutionary spectrum | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration | Einheitswurzeltest | Unit root test |
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