Cyclical common factors in cointegrated systems
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| LDR | 00000nab a2200000 i 4500 | ||
| 001 | MAP20071507869 | ||
| 003 | MAP | ||
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| 040 | $aMAP$bspa | ||
| 084 | $a937.422 | ||
| 100 | 1 | $0MAPA20080316969$aDíaz-Emparanza, Ignacio | |
| 245 | 1 | 0 | $aCyclical common factors in cointegrated systems$cIgnacio Díaz-Emparanza and Javier Fernández-Macho |
| 520 | 8 | $aThis paper analizes that a time series vector that is cointegrated at one or several frequencies simultaneously has a common factors representation which belongs to a class of common factor models that encompasses many cointegrating situations found in the literature | |
| 650 | 1 | 1 | $0MAPA20080557935$aEconometría |
| 650 | 1 | 1 | $0MAPA20080579432$aCiclos económicos |
| 650 | 1 | 1 | $0MAPA20080611613$aModelos probabílisticos |
| 650 | 1 | $0MAPA20080630669$aTeoría de las variables aleatorias | |
| 650 | 1 | 1 | $0MAPA20080588977$aAnálisis del tiempo |
| 700 | 1 | $0MAPA20080317713$aFernández-Macho, Javier | |
| 740 | 0 | $aRevista española de economía | |
| 773 | 0 | $tSpanish Economic Review = Revista española de economía$dBarcelona : Universidad Autónoma de Barcelona, Departamento de Economía e Historia Económica$gVol. 8, issue 1, March 2006; p. 53-82 |