A residual-based test of the null of cointegration against the alternative of no cointegration
Yongcheol Shin
| Year of publication: |
1994
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|---|---|
| Authors: | Shin, Yongcheol |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 10.1994, 1, p. 91-115
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001163336