Explaining commodity prices by a cointegrated time series-cross section model
Year of publication: |
2015
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Authors: | Ahumada, Hildegart A. ; Cornejo, Magdalena |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 4, p. 1667-1690
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Subject: | Commodity prices | Time series-cross section | Cointegration | Automatic selection | Poolability | Exogeneity | Theorie | Theory | Kointegration | Rohstoffpreis | Commodity price |
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