Autoregressive transformations in cointegrated regressions
Year of publication: |
1997
|
---|---|
Authors: | McNown, Robert F. |
Other Persons: | Wallace, Myles Stuart (contributor) |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 79.1997, 3, p. 503-507
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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