Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements
Norman Morin
| Year of publication: |
2006
|
|---|---|
| Authors: | Morin, Norman |
| Publisher: |
Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board |
| Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test |
| Extent: | 40 S. |
|---|---|
| Series: | Finance and economics discussion series. - Washington, DC : Board of Governors of the Federal Reserve System, ZDB-ID 2178137-0. - Vol. 2006-21 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.federalreserve.gov/pubs/feds/2006/200621/200621pap.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003331641