scientific article; zbMATH DE number 1865389

From MaRDI portal

Revision as of 00:21, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4791406

Jump to:navigation, search

zbMath1064.62559MaRDI QIDQ4791406

Søren Glud Johansen

Publication date: 6 February 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time series autoregressive processes statistical analysis cointegrated variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (3)

A comparison of tests of linear hypothesis in cointegrated vector autoregressive models ⋮ Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK ⋮ Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4791406&oldid=19087568"