Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
Year of publication: |
2010
|
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Authors: | Kristensen, Dennis |
Other Persons: | Rahbek, Anders (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (44 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 4, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1689503 [DOI] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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