Starting values in estimation of cointegrating vectors with restrictions
Year of publication: |
1999-02-04
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Authors: | Lyhagen, Johan ; Forsberg, Lars |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Cointegration | Hypothesis testing | Starting values |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Applied Economics Letters, 2001, pages 521-524. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 297 7 pages |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models |
Source: |
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