Detecting common dynamics in transitory components
Christensen, Timothy, Hurn, Stan, & Pagan, Adrian (2011) Detecting common dynamics in transitory components. Journal of Time Series Econometrics, 3(1), pp. 1-26.
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| ID Code: | 52186 |
|---|---|
| Item Type: | Journal Article |
| Keywords: | transitory components, common features, reduced rank, cointegration |
| DOI: | 10.2202/1941-1928.1088 |
| ISSN: | 1941-1928 |
| Subjects: | Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > APPLIED ECONOMICS (140200) > Macroeconomics (incl. Monetary and Fiscal Theory) (140212) Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Econometric and Statistical Methods (140302) Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Time-Series Analysis (140305) |
| Divisions: | Current > QUT Faculties and Divisions > QUT Business School Current > Schools > School of Economics & Finance |
| Deposited On: | 19 Jul 2012 16:28 |
| Last Modified: | 03 Dec 2012 12:06 |
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