On cointegration tests for VAR models with drift
Year of publication: |
1996
|
---|---|
Authors: | Yang, Minxian ; Bewley, Ronald |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 51.1996, 1, p. 45-50
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Testing for cointegration within the Box-Tiao procedure
Bewley, Ronald A., (1993)
-
Moving average conditional heteroscedastic processes
Yang, Minxian, (1992)
-
Testing for cointegration : the effects of mis-specifying the lag length
Bewley, Ronald A., (1993)
- More ...