Automatic identification of general vector error correction models
Year of publication: |
2016
|
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Authors: | Arbués, Ignacio ; Ledo, Ramiro ; Matilla-García, Mariano |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | time series | unit root | cointegration | error correction | model identification | Smith form |
Series: | Economics Discussion Papers ; 2016-33 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 862957591 [GVK] hdl:10419/142770 [Handle] RePEc:zbw:ifwedp:201633 [RePEc] |
Classification: | C01 - Econometrics ; C22 - Time-Series Models ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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Automatic identification of general vector error correction models
Arbués, Ignacio, (2016)
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Automatic identification of general vector error correction models
Arbués, Ignacio, (2016)
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Automatic identification of general vector error correction models
Arbués, Ignacio, (2016)
- More ...
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Automatic identification of general vector error correction models
Arbués, Ignacio, (2016)
-
Automatic identification of general vector error correction models
Arbués, Ignacio, (2016)
-
Automatic identification of general vector error correction models
Arbués, Ignacio, (2016)
- More ...