Testing for Cointegration in High-Dimensional Systems
Year of publication: |
2014
|
---|---|
Authors: | Cubadda, Gianluca |
Other Persons: | Breitung, Jörg (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Series: | CEIS Working Paper ; No. 148 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1473886 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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