Co-integration and error correction : representation, estimation, and testing
Year of publication: |
1987
|
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Authors: | Engle, Robert F. |
Other Persons: | Granger, C. W. J. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 55.1987, 2, p. 251-275
|
Subject: | Schätztheorie | Estimation theory |
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