Frequency domain principal components estimation of fractionally cointegrated processes

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Dimensions: 30 cm

Extent: 61 S.

Language: Englisch

Notes: graph. Darst.
Literaturverz. S. 34 - 36. - Auch im Internet unter den Adressen www.ecb.int und ssrn.com/abstract_id=xxxxxx verfügbar

Bibliographic citation: Working paper series / Europäische Zentralbank ; No. 321

Classification: Wirtschaft

Keyword: Kointegration
Zeitreihenanalyse
Schätztheorie
Monte-Carlo-Simulation
Theorie

Event: Veröffentlichung

(where): Frankfurt am Main

(who): Europ. Central Bank

(when): 2004

Creator: Morana, Claudio

Table of contents: https://d-nb.info/971164010/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.03.2025, 12:07 PM CET

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Morana, Claudio
Europ. Central Bank

Time of origin

2004

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Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2003 figures

Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2003 figures

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Payment and securities settlement systems in the accession countries, [Hauptbd.].

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Final report / Task Force on Portfolio Investment Collection Systems

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Frequency domain principal components estimation of fractionally cointegrated processes

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Other Objects (12)

Implementing optimal control in cointegrated I(I) structural VAR models

Frequency domain principal components estimation of fractionally cointegrated processes

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2003 figures

Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2003 figures

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2001 figures

Payment and securities settlement systems in the European Union, [Hauptbd.].

The European Central Bank

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Payment and securities settlement systems in the accession countries, [Hauptbd.].

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2000 figures

Final report / Task Force on Portfolio Investment Collection Systems

Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2002 figures

Implementing optimal control in cointegrated I(I) structural VAR models

Frequency domain principal components estimation of fractionally cointegrated processes

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2003 figures

Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2003 figures

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2001 figures

Payment and securities settlement systems in the European Union, [Hauptbd.].

The European Central Bank

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Payment and securities settlement systems in the accession countries, [Hauptbd.].

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2000 figures

Final report / Task Force on Portfolio Investment Collection Systems

Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2002 figures

Implementing optimal control in cointegrated I(I) structural VAR models

Frequency domain principal components estimation of fractionally cointegrated processes

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2003 figures

Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2003 figures

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2001 figures

Payment and securities settlement systems in the European Union, [Hauptbd.].

The European Central Bank

Towards an integrated infrastructure for credit transfers in Euro

Payment and securities settlement systems in the accession countries, [Hauptbd.].

Payment and securities settlement systems in the European Union, Addendum.. Incorporating 2000 figures

Final report / Task Force on Portfolio Investment Collection Systems

Payment and securities settlement systems in the accession countries, Addendum.. Incorporating 2002 figures

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