Inference on the cointegration rank in fractionally integrated processes
Jörg Breitung; Uwe Hassler
| Year of publication: |
2002
|
|---|---|
| Authors: | Breitung, Jörg ; Hassler, Uwe |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 110.2002, 2, p. 167-185
|
| Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001703506