Multi co-integrating equations and parameter reduction techniques in vector autogressive modelling
Ronald Bewley, Lance Fisher & Thomas Parry
| Year of publication: |
1988
|
|---|---|
| Authors: | Bewley, Ronald ; Fisher, Lance ; Parry, Thomas |
| Publisher: |
[Sydney] |
| Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
| Extent: | 15, [1] S graph. Darst |
|---|---|
| Series: | Discussion paper / School of Economics, The University of New South Wales. - Kensington, NSW, ISSN 1323-8949, ZDB-ID 2026888-9. - Vol. 88/10 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 14 - 15 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000127253