Grant: Canada Research Chairs
Queen's University
$100,000.00
Canada Research Chair in Time Series Econometrics
FY 2014-15
Program
Canada Research Chairs
Recipient
Location
Ontario, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
53427
Name nom
Nielsen, Morten O.
Role
Applicant
Award amount
100000.00
Fiscal year exercice financier
2014
Institution
Queen's University
Établissement
Queen's University
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
2012
Title
Canada Research Chair in Time Series Econometrics
Keywords
cointegration, deterministic trends, fractional cointegration, initial values, long memory, maximum likelihood, rank test, var, vector autoregressive model
Program nane en
Canada Research Chairs
Program nane fr
Chaires de recherche du Canada
Discipline en
Economic History
Discipline fr
Histoire économique
Main discipline en
Economics
Main discipline fr
Science économique
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
