Testing for cointegration using principal components methods
P. C. B. Phillips ; S. Ouliaris
| Year of publication: |
1988
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Other Persons: | Ouliaris, Sam (contributor) |
| Published in: | |
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10001269094