A new nonparametric test of cointegration rank
Year of publication: |
Jan. 2003 ; [Elektronische Ressource]
|
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Other Persons: | Kapetanios, George (contributor) |
Institutions: | Queen Mary College / Department of Economics (contributor) |
Publisher: |
London : Queen Mary, Univ. of London, Dep. of Economics |
Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Ranking-Verfahren | Ranking method |
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