Testing for codependence of cointegrated variables
Year of publication: |
2013
|
---|---|
Authors: | Trenkler, Carsten ; Weber, Enzo |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 13/15, p. 1953-1964
|
Subject: | Kointegration | Cointegration | Momentenmethode | Method of moments | Korrelation | Correlation | Theorie | Theory | Schätzung | Estimation | Zins | Interest rate | Zinspolitik | Interest rate policy | USA | United States | EU-Staaten | EU countries |
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