An autoregressive distributed lag modelling approach to cointegration analysis
Year of publication: |
1995
|
---|---|
Authors: | Pesaran, M. Hashem ; Shin, Yongcheol |
Publisher: |
Cambridge : Univ., Dep. of Applied Economics |
Subject: | Kointegration | Cointegration | Lag-Modell | Lag model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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