Testing for common cyclical features in VAR models with cointegration
A. Hecq; F. Palm; J. Urbain
| Year of publication: |
2001
|
|---|---|
| Authors: | Hecq, Alain W. J. ; Palm, Franz C. ; Urbain, Jean-Pierre |
| Publisher: |
Maastricht |
| Subject: | VAR-Modell | VAR model | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory | Korrelation | Correlation | Schätzung | Estimation | Konjunktur | Business cycle | USA | United States |
| Extent: | 30 S graph. Darst |
|---|---|
| Series: | Research memorandum / METEOR. - Maastricht, ZDB-ID 2117868-9. - Vol. 01,002 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001590410