A Wald test for the cointegration rank in nonstationary fractional systems
Marco Avarucci; Carlos Velasco
| Year of publication: |
2009
|
|---|---|
| Authors: | Avarucci, Marco ; Velasco, Carlos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 151.2009, 2, p. 178-189
|
| Subject: | Kointegration | Cointegration | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | 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/10003877966