Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics
Year of publication: |
2004
|
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Authors: | Nielsen, Morten Ørregaard |
Publisher: |
[S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business and Economic Statistics, Vol. 22, pp. 331-345, 2004 Volltext nicht verfügbar |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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