Testing for multicointegration
Tom Engsted ; Jesus Gonzalo ; Niels Haldrup
| Year of publication: |
1997
|
|---|---|
| Authors: | Engsted, Tom ; Gonzalo, Jesús ; Haldrup, Niels |
| Publisher: |
Aarhus |
| Subject: | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Kointegration | Cointegration |
| Extent: | 14 S |
|---|---|
| Series: | Working paper / Department of Economics, University of Aarhus. - Aarhus : [Verlag nicht ermittelbar], ISSN 1396-2426, ZDB-ID 2480787-4. Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus ; 1997,1 ; Centre for Non-Linear Modelling in Economics |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000956058