Testing for Co-Integration in Vector Autoregressions with Non-Stationary Volatility
Year of publication: |
[2009]
|
---|---|
Authors: | Cavaliere, Giuseppe |
Other Persons: | Rahbek, Anders (contributor) ; Taylor, Robert (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Series: | CREATES Research Paper ; No. 2008-50 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 8, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1264907 [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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