Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis (English)
- New search for: Wagner, Martin
- New search for: Wagner, Martin
- New search for: Wied, Dominik
In:
Journal of time series analysis
;
38
, 6
; 960-980
;
2017
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ISSN:
- Article (Journal) / Print
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Title:Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis
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Contributors:Wagner, Martin ( author ) / Wied, Dominik
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Published in:Journal of time series analysis ; 38, 6 ; 960-980
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Publisher:
- New search for: Wiley-Blackwell
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Place of publication:Oxford
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Publication date:2017
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 31.73 / 31.73
- Further information on Basic classification
- New search for: 275/3135
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Keywords:
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Source:
Table of contents – Volume 38, Issue 6
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 807
-
Issue Information| 2017
- 809
-
A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: ConsistencyFermin, Lisandro Javier / Rios, Ricardo / Rodriguez, Luis Angel et al. | 2017
- 838
-
Parametric Spectral DiscriminationGrant, Andrew J. / Quinn, Barry G. et al. | 2017
- 865
-
On Asymptotic Theory for ARCH (∞) ModelsHafner, Christian M. / Preminger, Arie et al. | 2017
- 880
-
Testing Parameter Change in General Integer‐Valued Time SeriesDiop, Mamadou Lamine / Kengne, William et al. | 2017
- 895
-
Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in ViewHäfner, Franziska / Kirch, Claudia et al. | 2017
- 923
-
Penalised Complexity Priors for Stationary Autoregressive ProcessesSørbye, Sigrunn Holbek / Rue, Håvard et al. | 2017
- 936
-
A New Covariance Function and Spatio‐Temporal Prediction (Kriging) for A Stationary Spatio‐Temporal Random ProcessSubba Rao, T. / Terdik, Gyorgy et al. | 2017
- 960
-
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime CrisisWagner, Martin / Wied, Dominik et al. | 2017
- 981
-
A Model‐Adaptive Test for Parametric Single‐Index Time Series ModelsXia, Qiang / He, Kejun / Niu, Cuizhen et al. | 2017
- 1000
-
Sample Moments and Weak Convergence to Multivariate Stochastic Power IntegralsSandberg, Rickard et al. | 2017
- 1010
-
Cointegrated Linear Processes in Hilbert SpaceBeare, Brendan K. / Seo, Juwon / Seo, Won‐Ki et al. | 2017
- 1028
-
Multi‐Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change PointsAlbert, Stefan / Messer, Michael / Schiemann, Julia / Roeper, Jochen / Schneider, Gaby et al. | 2017