A Wald test of restrictions on the cointegrating space based on Johansen's estimator
James Davidson
| Year of publication: |
1998
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|---|---|
| Authors: | Davidson, James E. H. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 59.1998, 2, p. 183-187
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| Subject: | Kausalanalyse | Causality analysis | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001241446