Cointegration analysis in the presence of outliers
Heino Bohn Nielsen
| Year of publication: |
2004
|
|---|---|
| Authors: | Bohn Nielsen, Heino |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 1, p. 249-271
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Geldnachfrage | Money demand | Großbritannien | United Kingdom |
| Extent: | graph. Darst |
|---|---|
| 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/10002122086