Unit root and cointegration testing
[guest ed.:] Helmut Lütkepohl and Paulo M. M. Rodrigues
| Year of publication: |
2008
|
|---|---|
| Other Persons: | Lütkepohl, Helmut (contributor) ; Rodrigues, Paulo M. M. (contributor) |
| Publisher: |
Cambridge : Cambridge Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
| Extent: | 318 S. graph. Darst. |
|---|---|
| Series: | Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008,1 |
| Conferences: | Conference. Unit Root and Cointegration Testing ; (Faro) : 2005.09.30-10.01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift ; Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Enth. 10 Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003894166