Subspace algorithm cointegration analysis - an application to interest rate data

Bauer D, Wagner M (2000)
In: Proceedings of the 15th International Workshop of Statistical Modeling. Bilbao, Spain.

Konferenzbeitrag | Veröffentlicht | Englisch
 
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Autor*in
Bauer, DietmarUniBi ; Wagner, Martin
Erscheinungsjahr
2000
Titel des Konferenzbandes
Proceedings of the 15th International Workshop of Statistical Modeling
Page URI
https://pub.uni-bielefeld.de/record/2670918

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Bauer D, Wagner M. Subspace algorithm cointegration analysis - an application to interest rate data. In: Proceedings of the 15th International Workshop of Statistical Modeling. Bilbao, Spain; 2000.
Bauer, D., & Wagner, M. (2000). Subspace algorithm cointegration analysis - an application to interest rate data. Proceedings of the 15th International Workshop of Statistical Modeling Bilbao, Spain.
Bauer, Dietmar, and Wagner, Martin. 2000. “Subspace algorithm cointegration analysis - an application to interest rate data”. In Proceedings of the 15th International Workshop of Statistical Modeling. Bilbao, Spain.
Bauer, D., and Wagner, M. (2000). “Subspace algorithm cointegration analysis - an application to interest rate data” in Proceedings of the 15th International Workshop of Statistical Modeling (Bilbao, Spain).
Bauer, D., & Wagner, M., 2000. Subspace algorithm cointegration analysis - an application to interest rate data. In Proceedings of the 15th International Workshop of Statistical Modeling. Bilbao, Spain.
D. Bauer and M. Wagner, “Subspace algorithm cointegration analysis - an application to interest rate data”, Proceedings of the 15th International Workshop of Statistical Modeling, Bilbao, Spain: 2000.
Bauer, D., Wagner, M.: Subspace algorithm cointegration analysis - an application to interest rate data. Proceedings of the 15th International Workshop of Statistical Modeling. Bilbao, Spain (2000).
Bauer, Dietmar, and Wagner, Martin. “Subspace algorithm cointegration analysis - an application to interest rate data”. Proceedings of the 15th International Workshop of Statistical Modeling. Bilbao, Spain, 2000.
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