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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper"
~person:"Breitung, Jörg"
~subject:"Cluster Analysis"
~subject:"Multivariate analysis"
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Cluster Analysis
Multivariate analysis
Cointegration
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Breitung, Jörg
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
Statistical Papers / Springer
Working paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
-
2000
generalizes to
multivariate
cointegration tests just as the Dickey-Fuller test does. Thus it allows to determine the cointegration …
Persistent link: https://www.econbiz.de/10009611546
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