Structural analysis of cointegrating VARs
Year of publication: |
1999
|
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Authors: | Pesaran, M. Hashem ; Smith, Ron |
Published in: |
Practical issues in cointegration analysis. - Oxford [u.a.] : Blackwell, ISBN 0-631-21198-5. - 1999, p. 55-89
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Lag-Modell | Lag model | Theorie | Theory |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Practical issues in cointegration analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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