Analytical Evaluation of the Power of Tests for the Absence of Cointegration
Year of publication: |
2001
|
---|---|
Authors: | Pesavento, Elena |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kointegration | Cointegration | Einheitswurzeltest | Unit root test |
Extent: | 1 Online-Ressource (59 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2000 erstellt |
Other identifiers: | 10.2139/ssrn.256027 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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