A note on Johansen's cointegration procedure when trends are present
Pierre Perron ; John Y. Campbell
| Year of publication: |
1993
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|---|---|
| Authors: | Perron, Pierre |
| Other Persons: | Campbell, John Y. (contributor) |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 18.1993, 4, p. 777-789
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| Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Theorie | Theory |
| Series: | |
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| 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/10001331520