Reduced rank regression in cointegrated models
T. W. Anderson
| Year of publication: |
2002
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|---|---|
| Authors: | Anderson, T. W. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 106.2002, 2, p. 203-216
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001638890