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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~institution:"European University Institute / Department of Economics"
~institution:"European University Institute / Department of Law"
~institution:"National Bureau of Economic Research"
~isPartOf:"EUI working paper / ECO"
~type_genre:"Working Paper"
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Cointegration
Estimation theory
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Brüggemann, Ralf
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Lütkepohl, Helmut
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Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
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2010
Persistent link: https://www.econbiz.de/10003985568
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Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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