Low-frequency robust cointegration testing
Year of publication: |
2013
|
---|---|
Authors: | Müller, Ulrich K. ; Watson, Mark W. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 174.2013, 2, p. 66-81
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory |
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