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~institution:"Center for Economic Research <Tilburg>"
~institution:"Iowa State University / Center for Agricultural and Rural Development"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Hassler, Uwe"
~subject:"Kointegration"
~subject:"Nash-Gleichgewicht"
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Kointegration
Nash-Gleichgewicht
Cointegration
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Hassler, Uwe
Lütkepohl, Helmut
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Center for Economic Research <Tilburg>
Iowa State University / Center for Agricultural and Rural Development
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
-
2000
depend only on the cointegration rank under the null hypothesis. The usefulness of the asymptotic
theory
for finite samples …
Persistent link: https://www.econbiz.de/10009611546
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