Tests against stationary and explosive alternatives in vector autoregressive models
Niklas Ahlgren & Jukka Nyblom
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Ahlgren, Niklas (contributor) ; Nyblom, Jukka (contributor) |
| Institutions: | Svenska Handelshögskolan <Helsinki> (contributor) |
| Publisher: |
Helsinki : Svenska Handelshögskolan |
| Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | VAR-Modell | VAR model |
| Extent: | Online-Ressource, 38 p., text ill |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 2172605-X. - Vol. 511 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
| ISBN: | 951-555-899-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003227899