An autoregressive distributed-lag modelling approach to cointegration analysis
Year of publication: |
1998
|
---|---|
Authors: | Pesaran, M. Hashem ; Shin, Yongcheol |
Published in: |
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-63365-6. - 1998, p. 371-413
|
Subject: | ARDL | Kointegration | Cointegration | Lag-Modell | Lag model | Theorie | Theory | Autokorrelation | Autocorrelation |
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