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  • Book
  • © 1991

Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle

Part of the book series: Arbeiten zur Angewandten Statistik (ARBEITEN ANGEW., volume 35)

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-xvi
  2. Einleitung

    • Hans-Eggert Reimers
    Pages 1-5
  3. Nichtstationarität von univariaten Zeitreihen

    • Hans-Eggert Reimers
    Pages 6-32
  4. Kointegrierte Modelle

    • Hans-Eggert Reimers
    Pages 33-81
  5. Kointegrationstests

    • Hans-Eggert Reimers
    Pages 82-121
  6. Prognosen in kointegrierten Systemen

    • Hans-Eggert Reimers
    Pages 178-206
  7. Zusammenfassung und Ausblick

    • Hans-Eggert Reimers
    Pages 248-252
  8. Back Matter

    Pages 253-265

Authors and Affiliations

  • Ökonometrische Abteilung, Deutsche Bundesbank, Frankfurt / Main 1, Deutschland

    Hans-Eggert Reimers

Bibliographic Information

Buy it now

Buying options

eBook USD 49.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 74.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access