Asymptotic theory for cointegration analysis when the cointegration rank is deficient
David Bernstein; Bent Nielsen
| Year of publication: |
2014
|
|---|---|
| Authors: | Bernstein, David ; Nielsen, Bent |
| Publisher: |
Oxford : Nuffield College |
| Subject: | Cointegration | rank deficiency | weak identification | Kointegration | Schätztheorie | Estimation theory | Ranking-Verfahren | Ranking method |
| Extent: | Online-Ressource (23 S.) |
|---|---|
| Series: | Economics discussion papers. - Oxford : [Verlag nicht ermittelbar], ZDB-ID 2103758-9. - Vol. 2014,06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010458257