Separation in cointegrated systems, long memory components and common stochastic trends
Clive W. J. Granger ; Niels Haldrup
| Year of publication: |
1996
|
|---|---|
| Authors: | Granger, C. W. J. ; Haldrup, Niels |
| Publisher: |
Aarhus |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 16 S |
|---|---|
| Series: | Working paper / Department of Economics, University of Aarhus. - Aarhus : [Verlag nicht ermittelbar], ISSN 1396-2426, ZDB-ID 2480787-4. Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus ; 1996,3 ; Centre for Non-Linear Modelling in Economics |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000927680