Christian Holberg | DeepAI

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Susanne Ditlevsen
6 publications

research

∙ 06/06/2023

Uniform Inference for Cointegrated Vector Autoregressive Processes

Uniformly valid inference for cointegrated vector autoregressive process...

0 Christian Holberg, et al. ∙

research

∙ 08/09/2022

Asymptotics of Cointegration Estimator with Misspecified Rank

Cointegration analysis was developed for non-stationary linear processes...

0 Christian Holberg, et al. ∙