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type_genre:"Government document"
~institution:"University of Essex / Department of Economics"
~language:"eng"
~type_genre:"Working Paper"
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Search: subject_exact:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
2
Nonparametric statistics
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Stochastic process
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Stochastischer Prozess
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Cointegration
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Kointegration
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Shimotsu, Katsumi
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University of Essex / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Microdata Methods and Practice <London>
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Center for Economic Research <Tilburg>
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Columbia University / Department of Economics
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Zentrum für Europäische Wirtschaftsforschung
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Agricultural Land Markets - Efficiency and Regulation
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Discussion paper series / University of Essex, Department of Economics
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Gaussian semiparametric estimation of multivariate fractionally integrated processes
Shimotsu, Katsumi
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contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901392
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Exact local whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901946
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