Critical values for an F-test for cointegration in a multivariate model
Year of publication: |
2005
|
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Authors: | Kanioura, Athina ; Turner, Paul |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 37.2005, 3, p. 265-270
|
Subject: | Kointegration | Cointegration | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
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