dc.contributor.author | ARCHONTAKIS, Fragiskos | en |
dc.date.accessioned | 2006-06-09T08:15:19Z | |
dc.date.available | 2006-06-09T08:15:19Z | |
dc.date.issued | 2002 | |
dc.identifier.citation | Florence : European University Institute, 2002 | en |
dc.identifier.uri | https://hdl.handle.net/1814/4904 | |
dc.description | Defence date: 28 June 2002 | |
dc.description | 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 | |
dc.description | PDF 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 study | en |
dc.format.mimetype | application/pdf | |
dc.language.iso | en | en |
dc.publisher | European University Institute | en |
dc.relation.ispartofseries | EUI | en |
dc.relation.ispartofseries | ECO | en |
dc.relation.ispartofseries | PhD Thesis | en |
dc.rights | info:eu-repo/semantics/restrictedAccess | |
dc.subject.lcsh | Time-series analysis | |
dc.title | Essays on nonstationary time series | en |
dc.type | Thesis | en |
dc.neeo.contributor | ARCHONTAKIS|Fragiskos|aut| | |
eui.subscribe.skip | true | |