The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
Year of publication: |
2019
|
---|---|
Authors: | Schreiber, Sven |
Subject: | Bootstrap | delta method | Transitory components | VECM | Kointegration | Cointegration | Schätztheorie | Estimation theory | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method |
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