A New Approach to Robust Inference in Cointegration
Year of publication: |
2005
|
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Authors: | Jin, Sainan ; Phillips, Peter C. B. ; Sun, Yixiao |
Publisher: |
[S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (16 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2005 erstellt |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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