Regression-based analysis of cointegration systems
Year of publication: |
2015
|
---|---|
Authors: | Gómez Biscarri, Javier ; Hualde, Javier |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 1, p. 32-50
|
Subject: | Cointegrating space | Phillips' triangular form | Johansen’s methodology | Regression-based cointegration testing | Schätztheorie | Estimation theory | Kointegration | Cointegration |
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