Testing for stationarity in a cointegrated system
Robert M. Kunst
| Year of publication: |
2002
|
|---|---|
| Authors: | Kunst, Robert M. |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Theorie | Theory |
| Extent: | 35 S graph. Darst |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 117 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Internetausg.: http://www.ihs.ac.at/publications/eco/es-117.pdf |
| Classification: | C11 - Bayesian Analysis ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001690032