A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Carsten Trenkler
| Year of publication: |
2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Trenkler, Carsten (contributor) |
| Published in: |
Economics bulletin : EB. - Champaign-Urbana, Ill. : Univ. of Illinois, ISSN 1545-2921, ZDB-ID 2041623-4. - 2003
|
| Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Simulation | Theorie | Theory |
| Extent: | ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002489687