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subject:"Share price"
subject:"Stock index"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Econometric theory"
~person:"Lütkepohl, Helmut"
~subject:"Theory"
~subject:"VAR-Modell"
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Lütkepohl, Helmut
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A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
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