Separation in cointegrated systems
Year of publication: |
2010
|
---|---|
Authors: | Haldrup, Niels |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 8.2010, 2, p. 177-180
|
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration |
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