Projectes

Multivariate fractional integration, fractional cointegration, structural changes, nonlinear models and other dynamic processes in macro time series

Investigador principal: Luis Alberiko Gil-Alaña

Membres: Yuliya Lovcha

Referència: ECO2011-28196 Any inici: 2011 Any fi: 2014

Categoria: Projectes i contractes d'R+D en convocatòries competitives

Entitat: Ministerio de Ciencia y Educación

Multivariate fractional integration, fractional cointegration, structural changes, nonlinear models and other dynamic processes in macro time series