A comparison of Johansen's, Bierens' and the subspace algorithm method for cointegration analysis
Martin Wagner
| Year of publication: |
2004
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|---|---|
| Authors: | Wagner, Martin |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 66.2004, 3, p. 399-424
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| Subject: | Kointegration | Cointegration | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002139178