Date: 2002
Type: Thesis
Essays on nonstationary time series
Florence : European University Institute, 2002, EUI, ECO, PhD Thesis
ARCHONTAKIS, Fragiskos, Essays on nonstationary time series, Florence : European University Institute, 2002, EUI, ECO, PhD Thesis - https://hdl.handle.net/1814/4904
Retrieved from Cadmus, EUI Research Repository
Table of Contents:
-- An alternative proof of Granger's representation theorem for I(1) systems through Jordan matrices
-- Testing the order of integration in a VAR model for I(2) variables
-- Bartlett-type corrections for testing cointegration in the I(1) model : a Monte Carlo simulation study
Additional information:
Defence date: 28 June 2002; Examining board: Prof. Anindya Banerjee, EUI ; Prof. Niels Haldrup, University of Aarhus ; Prof. Søren Johansen, ext. EUI and Univ. of Copenhagen, Supervisor ; Prof. Paolo Paruolo, Università dell'Insubria; PDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
Cadmus permanent link: https://hdl.handle.net/1814/4904
Series/Number: EUI; ECO; PhD Thesis
Publisher: European University Institute
LC Subject Heading: Time-series analysis
