Residual based tests for cointegration : their actual size under aggregation over time
Year of publication: |
1993
|
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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 at Albany |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Aggregation |
Extent: | 44 S |
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Series: | Albany discussion papers. - Albany, NY, ZDB-ID 2613957-1. - Vol. 93,9 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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