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dc.contributor.authorARCHONTAKIS, Fragiskosen
dc.date.accessioned2006-06-09T08:15:19Z
dc.date.available2006-06-09T08:15:19Z
dc.date.issued2002
dc.identifier.citationFlorence : European University Institute, 2002en
dc.identifier.urihttps://hdl.handle.net/1814/4904
dc.descriptionDefence date: 28 June 2002
dc.descriptionExamining 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
dc.descriptionPDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
dc.description.tableofcontents-- 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 studyen
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.publisherEuropean University Instituteen
dc.relation.ispartofseriesEUIen
dc.relation.ispartofseriesECOen
dc.relation.ispartofseriesPhD Thesisen
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subject.lcshTime-series analysis
dc.titleEssays on nonstationary time seriesen
dc.typeThesisen
dc.neeo.contributorARCHONTAKIS|Fragiskos|aut|
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