Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
Year of publication: |
2008
|
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Authors: | Johansen, Soren ; Juselius, Katarina ; Frydman, Roman ; Goldberg, Michael D. |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (35 p) |
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Series: | CREATES Research Paper ; 2008-3 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1148111 [DOI] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; F41 - Open Economy Macroeconomics |
Source: | ECONIS - Online Catalogue of the ZBW |
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