A simple estimator of cointegrating vectors in higher order integrated systems
by James H. Stock and Mark W. Watson
| 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 |
| Extent: | Graph. Darst |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10001147143