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person:"Kapetanios, George"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Pfarrhofer, Michael"
~subject:"Theorie"
~subject:"VAR model"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Time series analysis"
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Kapetanios, George
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Camba-Méndez, Gonzalo
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Estimating the rank of the spectral density matrix
Camba-Méndez, Gonzalo
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2004
Persistent link: https://www.econbiz.de/10013434685
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Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
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2001
Persistent link: https://www.econbiz.de/10013434335
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Spectral based methods to identify common trends and common cycles
Camba-Méndez, Gonzalo
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2001
Persistent link: https://www.econbiz.de/10013434350
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