The Power of Single Equation Tests for Cointegration When the Cointegrating Vector is Prespecified
Year of publication: |
1997
|
---|---|
Authors: | Zivot, Eric |
Publisher: |
[S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1996 erstellt |
Other identifiers: | 10.2139/ssrn.1075 [DOI] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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