On Variance Noncausality and Cointegration.
| Year of publication: |
1995
|
|---|---|
| Authors: | Comte, F. ; Lieberman, O. |
| Subject: | ECONOMIC MODELS | COINTEGRATION |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 20 pages |
| Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C13 - Estimation |
| Source: |
Persistent link: https://www.econbiz.de/10005671516