Testing of Fractional Cointegration in Macroeconomic Time Series

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2000, Ausgabe 105, 2000

Keyword: Zeitreihenanalyse
Kointegration
Statistischer Test
Konjunktur
Theorie
Exponential smoothing
Zeitreihenanalyse
Kointegration
Gütefunktion
Parametertest
Signifikanzniveau
Statistischer Test
Testtheorie
Konjunktur

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2005

Creator: Gil-Alaña, Luis A.

DOI: 10.18452/3426

URN: urn:nbn:de:kobv:11-10048318

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:52 PM CET

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Associated

Gil-Alaña, Luis A.
Humboldt-Universität zu Berlin

Time of origin

2005

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Testing of Fractional Cointegration in Macroeconomic Time Series

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Other Objects (12)

Testing of fractional cointegration in macroeconomic time series

Essays on fractional cointegration and long memory time series

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Robust tests on fractional cointegration

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Fractional cointegration in US term spreads

Fractional cointegration and real exchange rates

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Fractional Cointegration and Real Exchange Rates

Testing of fractional cointegration in macroeconomic time series

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