Inference in Cointegrated VAR Systems
Year of publication: |
1998
|
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Authors: | Warne, Anders |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | VAR-Modell | VAR model | Kointegration | Cointegration |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Review of Economics and Statistics, Vol. LXXIX, No. 3 August 1997 Volltext nicht verfügbar |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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