Date: 2002
Type: Thesis
Essays on nonstationary time series
Florence, European University Institute, 2002, EUI PhD theses, Department of Economics
ARCHONTAKIS, Fragiskos, Essays on nonstationary time series, Florence, European University Institute, 2002, EUI PhD theses, Department of Economics - 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 PhD theses; Department of Economics
LC Subject Heading: Time-series analysis
