Estimation and inference in nearly unbalanced, nearly cointegrated systems
Serena Ng and Pierre Perron
| Year of publication: |
1995
|
|---|---|
| Authors: | Ng, Serena ; Perron, Pierre |
| Publisher: |
Montréal (Québec) |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 36 S graph. Darst |
|---|---|
| Series: | Cahier / Département de Sciences Économiques, Université de Montréal. - Montréal, ISSN 0709-9231, ZDB-ID 2550013-2. - Vol. 9534 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001512729