Date: 2014-04-10 12:58:32

Economics

Cointegration

Mathematical finance

Economic model

Autoregressive integrated moving average

Unit root

Time series analysis

Econometrics

Statistics

Discussion of: Barigozzi-Lippi-Luciani - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms R. Mosconi Politecnico di Milano 4th Carlo Giannini Conference

Document is deleted from original location.
Use the Download Button below to download from the Web Archive.

File Size: 121,70 KB