Testing for Multicointegration
Year of publication: |
1998
|
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Authors: | Engsted, Tom ; Gonzalo, Jesús ; Haldrup, Niels |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.50202 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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