Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model ; volume:2 ; number:2008-36
Economics / Journal articles. Journal articles ; 2, Heft 2008-36
- Klassifikation
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Wirtschaft
- Urheber
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Møller, Niels Framroze
- DOI
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10.5018/economics-ejournal.ja.2008-36
- Handle
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10419/27520
- URN
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urn:nbn:de:101:1-201703062177
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:52 MESZ
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Beteiligte
- Møller, Niels Framroze
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Likelihood inference for a fractionally cointegrated vector autoregressive model
The cointegrated vector autoregressive model with general deterministic terms
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Temporal aggregation in first order cointegrated vector autoregressive
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The cointegrated vector autoregressive model with general deterministic terms
Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models
Cointegrated vector autoregressive processes with continuous structural changes
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