The Resource Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity

Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity

Label
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity
Title
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorDate
1962-
http://library.link/vocab/creatorName
Herwartz, Helmut
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Lütkepohl, Helmut
  • European University Institute
Series statement
  • EUI working papers. ECO
  • EUI papers
Series volume
2009/42
http://library.link/vocab/subjectName
  • Heteroskedasticity
  • Multivariate analysis
  • Vector analysis
Label
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity
Link
http://hdl.handle.net/1814/12965
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEB16773792
Dimensions
30 cm.
Extent
17 pages
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)728275125
Label
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity
Link
http://hdl.handle.net/1814/12965
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEB16773792
Dimensions
30 cm.
Extent
17 pages
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)728275125

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