Optimal power for testing potential cointegrating vectors with known
Graham Elliott; Michael Jansson; Elena Pesavento
| Year of publication: |
2004
|
|---|---|
| Authors: | Jansson, Michael |
| Other Persons: | Pesavento, Elena (contributor) ; Elliott, Graham (contributor) |
| Publisher: |
San Diego, Calif. : Univ. of California, Dep. of Economics |
| Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test |
freely available
| Extent: | Online-Ressource (51 S.) graph. Darst. |
|---|---|
| Series: | Discussion papers / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437619-X. - Vol. 2004,08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761444