Efficient estimation of cointegration vectors and testing for causality in vector autoregressions
Guglielmo Maria Caporale ; Nikitas Pittis
| Year of publication: |
1999
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 13.1999, 1, p. 1-35
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic surveys |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001255599