Determination of cointegrating rank in partially non-stationary processes vis a generalised von-Neumann criterion
D. Harris and D. S. Poskitt
| Year of publication: |
2004
|
|---|---|
| Authors: | Harris, David ; Poskitt, Donald Stephen |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 1, p. 191-217
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory |
| 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/10002122071