Narrow search
Showing 1 - 4 of 4
Cover Image
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard; Seo, Won-Ki; Seong, Dakyung - 2019
We propose a statistical procedure to determine the dimension of the nonstationary subspace of cointegrated functional … is based on sequential application of a proposed test for the dimension of the nonstationary subspace. To avoid …
Persistent link: https://www.econbiz.de/10012431063
Cover Image
Fractional integration and cointegration
Haulde, Javier; Nielsen, Morten Ørregaard - 2021
Persistent link: https://www.econbiz.de/10012816374
Cover Image
Modelling nonlinearities in cointegration relationships
Schweikert, Karsten - 2017
Persistent link: https://www.econbiz.de/10012795244
Cover Image
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard; Seo, Won-Ki; Seong, Dakyung - 2019
We propose a statistical procedure to determine the dimension of the nonstationary subspace of cointegrated functional … is based on sequential application of a proposed test for the dimension of the nonstationary subspace. To avoid …
Persistent link: https://www.econbiz.de/10012183480