A simple estimator of cointegrating vectors in higher order integrated systems
Year of publication: |
1993
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Authors: | Stock, James H. |
Other Persons: | Watson, Mark W. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 61.1993, 4, p. 783-820
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Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Einheitswurzeltest | Unit root test | Theorie | Theory | Kointegration | Cointegration | Geldnachfrage | Money demand | Zeitreihenanalyse | Time series analysis | USA | United States | 1900-1989 |
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