Testing cointegrating coefficients in vector autoregressive error correction models
Gerd Hansen ; Jeong-Ryeolo Kim ; Stefan Mittnik
| Year of publication: |
1998
|
|---|---|
| Authors: | Hansen, Gerd |
| Other Persons: | Kurz-Kim, Jeong-Ryeol (contributor) ; Mittnik, Stefan (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 58.1998, 1, p. 1-5
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001233190