Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
Year of publication: |
2014
|
---|---|
Authors: | Cubadda, Gianluca ; Hecq, Alain ; Palm, Franz C. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kointegration | Cointegration | Statistische Methode | Statistical method | ARMA-Modell | ARMA model | Panel | Panel study |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Series: | CEIS Working Paper ; No. 125 |
Type of publication: | Book / Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.1136792 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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