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A note on joint estimation of common cycles and common trends in nonstationary multivariate systems
Kapetanios, George
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866987
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A new nonparametric test of cointegration rank
Kapetanios, George
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867121
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3
Bootstrap statistical tests of rank determination for system identification
Camba-Méndez, Gonzalo
(
contributor
); …
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867136
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