Diagnostic testing for cointegration
Year of publication: |
2008
|
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Authors: | Robinson, Peter M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 143.2008, 1, p. 206-225
|
Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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