Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

Bibliographic Details
Published in:Philippine Statistician Vol. 60 (2011), 105-123
Main Author: Taima, Hideaki
Other Authors: Tabunda, Ana Maria L.
Format: Article
Language:English
Published: 2011
Subjects:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis