Likelihood-based cointegration analysis in panels of vector error-correction models
Year of publication: |
2003
|
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Authors: | Groen, Jan J. J. ; Kleibergen, Frank |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 2, p. 295-318
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Subject: | Kointegration | Cointegration | Schätzung | Estimation | Wechselkurs | Exchange rate | EU-Staaten | EU countries | Momentenmethode | Method of moments |
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