Testing of fractional cointegration in macroeconomic time series
Year of publication: |
2003
|
---|---|
Authors: | Gil-Alaña, Luis A. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 65.2003, 4, p. 517-529
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Statistischer Test | Statistical test | Konjunktur | Business cycle | Theorie | Theory |
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