On cointegration test for VAR models with drift
Minxian Yang and Ronald Bewley
| Year of publication: |
1995
|
|---|---|
| Authors: | Yang, Minxian ; Bewley, Ronald A. |
| Publisher: |
Sydney |
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Extent: | 7 S |
|---|---|
| Series: | Discussion paper / School of Economics, The University of New South Wales. - Kensington, NSW, ISSN 1323-8949, ZDB-ID 2026888-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-7334-1206-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000917803