Residual based tests for cointegration : their actual size under aggregation over time
Year of publication: |
1993
|
---|---|
Authors: | Mamingi, Nlandu |
Institutions: | State University of New York at Albany / Department of Economics (contributor) |
Publisher: |
Albany, NY : Dep. of Economics, State Univ. of New York |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Aggregation | Theorie | Theory |
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