Likelihood analysis of seasonal cointegration
Year of publication: |
1997
|
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Authors: | Johansen, Søren |
Other Persons: | Schaumburg, Ernst (contributor) |
Publisher: |
Badia Fiesolana, San Domenico (FI) : European Univ. Inst., Economics Dep. |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie |
Extent: | 39 S. graph. Darst. |
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Series: | EUI working paper / ECO. - San Domenico : EUI, ZDB-ID 1385859-2. - Vol. 97,16 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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