Huber, Florian, Zörner, Thomas. 2017. Threshold cointegration and adaptive shrinkage. WU Economics Working Paper Series, No. 250.
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Status of publication | Published |
---|---|
Affiliation | WU |
Type of publication | Working/discussion paper, preprint |
Language | English |
Title | Threshold cointegration and adaptive shrinkage |
Title of whole publication | WU Economics Working Paper Series, No. 250 |
Year | 2017 |
URL | http://epub.wu.ac.at/5577/ |
JEL | C11, C32, C53, F31, F47 |
Associations
- People
- Huber, Florian (Former researcher)
- Zörner, Thomas (Former researcher)
- Organization
- Department of Economics (Kubin) (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 5323 Econometrics (Details)
- 5335 Political economic theory (Details)
- 5371 Macroeconomics (Details)