A test of cointegration rank based on principal component analysis
Hiroaki Chigira
| Year of publication: |
2008
|
|---|---|
| Authors: | Chigira, Hiroaki |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 7/9, p. 693-696
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| Subject: | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | 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/10003741632