Aggregation of autoregressive - perhaps cointegrated - time series

Lisbeth la Cour, Anders Milhøj

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskning

OriginalsprogDansk
TitelSymposium i Anvendt Statistik
RedaktørerPeter Linde, Helle Rootzén, Ellen-Marie Traberg-Borup
Publikationsdato2006
Sider299-314
StatusUdgivet - 2006
BegivenhedAggregation of autoregressive - perhaps cointegrated - time series -
Varighed: 30 jun. 2010 → …

Konference

KonferenceAggregation of autoregressive - perhaps cointegrated - time series
Periode30/06/2010 → …

Bibliografisk note

Opstilling: 519.2 sym
Løbe nr.: 061677

Emneord

  • Vector autoregression
  • Tidsrækkeanalyser
  • Tidsrækker

Citationsformater

la Cour, L., & Milhøj, A. (2006). Aggregation of autoregressive - perhaps cointegrated - time series. I P. Linde, H. Rootzén, & E-M. Traberg-Borup (red.), Symposium i Anvendt Statistik (s. 299-314)