Correlation, regression, and cointegration of nonstationary economic time series
Søren Johansen
| Year of publication: |
06 Nov. 2007
|
|---|---|
| Other Persons: | Johansen, Søren (contributor) |
| Publisher: |
Copenhagen : Centre for Industrial Economics, Institute of Economics, University of Copenhagen |
| Subject: | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Modellierung | Scientific modelling |
| Extent: | Online-Ressource, 9 S. = 274 KB, Text graph. Darst. |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Copenhagen. - Copenhagen, ZDB-ID 2595081-2. - Vol. 07,25 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003571206