Grant: Canada Research Chairs
Queen's University
$100,000.00
Canada Research Chair in Time Series Econometrics
EF 2016-17
Programme
Canada Research Chairs
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
Cle
53427
Name nom
Nielsen, Morten O.
Role rôle
Applicant
Amount montant
$100,000.00
Fiscal year exercice financier
2016
Institution
Queen's University
Établissement
Queen's University
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year année du concours
2012
Title titre
Canada Research Chair in Time Series Econometrics
Keywords mots clés
cointegration, deterministic trends, fractional cointegration, initial values, long memory, maximum likelihood, rank test, var, vector autoregressive model
Program
Canada Research Chairs
Programme
Chaires de recherche du Canada
Discipline en
Econometrics, Economic Statistics
Discipline fr
Économétrie, statistiques économiques
Main discipline
Economics
Discipline principale
Science économique
Area of research
Financial and Monetary Systems
Domaine de recherche
Systèmes financiers et monétaires
