Cointegration : how short is the long run?
Year of publication: |
1991
|
---|---|
Authors: | Hakkio, Craig S. |
Other Persons: | Rush, Mark (contributor) |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 10.1991, 4, p. 571-581
|
Subject: | Schätztheorie | Estimation theory | Simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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