A comparison of Johansen's, Bierens and the subspace algorithm method for cointegration analysis
Martin Wagner
| Year of publication: |
Oct. 2002
|
|---|---|
| Other Persons: | Wagner, Martin (contributor) |
| Publisher: |
Bern : Univ., Volkswirtschaftliches Inst. |
| Subject: | Kointegration | Cointegration | Theorie | Theory |
| Extent: | Online Ressource, 37 p., text ill |
|---|---|
| Series: | Diskussionsschriften / Universität Bern, Volkswirtschaftliches Institut. - Bern : [Verlag nicht ermittelbar], ZDB-ID 2178982-4. - Vol. 02.10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002601529