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~institution:"Queen Mary College / Department of Economics"
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Ranking method
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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A note on joint estimation of common cycles and common trends in nonstationary multivariate systems
Kapetanios, George
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866987
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2
A new nonparametric test of cointegration rank
Kapetanios, George
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contributor
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867121
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3
Bootstrap statistical tests of rank determination for system identification
Camba-Méndez, Gonzalo
(
contributor
); …
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867136
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4
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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