The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
Sven Schreiber
| Year of publication: |
2019
|
|---|---|
| Authors: | Schreiber, Sven |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 3, p. 279-300
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| Subject: | Bootstrap | delta method | Transitory components | VECM | Kointegration | Cointegration | Schätztheorie | Estimation theory | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach | Dekompositionsverfahren | Decomposition method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2016.1235257 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181279