Frequency domain tests for residual serial correlation in cointegration
In Choi and Nelson Mark
Year of publication: |
1997
|
---|---|
Authors: | Choi, In |
Other Persons: | Mark, Nelson C. (contributor) |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 59.1997, 4, p. 549-562
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
Saved in:
Saved in favorites
Similar items by subject
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
Similar items by person