Estimating cointegrating vectors using near unit root variables
Year of publication: |
2004
|
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Authors: | Smallwood, Aaron D. ; Norrbin, Stefan C. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 12, p. 781-784
|
Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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