The impact of moving average behaviour on the Johansen trace test for cointegration
by S. P. Burke and J. Hunter
| Year of publication: |
1998
|
|---|---|
| Authors: | Burke, S. P. ; Hunter, J. |
| Institutions: | Centre for Quantitative Economics & Computing (contributor) |
| Publisher: |
Reading : Univ., Dep. of Economics |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 42 S graph. Darst |
|---|---|
| Series: | Discussion papers in quantitative economics and computing / E. - Reading, ZDB-ID 2553769-6. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 26 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001351113