Common cyclical features analysis in VAR models with cointegration
Alain Hecq, Franz C. Palm, Jean-Pierre Urbain
| Year of publication: |
2006
|
|---|---|
| Authors: | Hecq, Alain W. J. ; Palm, Franz C. ; Urbain, Jean-Pierre |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 132.2006, 1, p. 117-141
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Korrelation | Correlation |
| 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/10003320251