Asymptotic inference on cointegrating rank in partial systems
Year of publication: |
1998
|
---|---|
Authors: | Harbo, Ingrid ; Johansen, Søren ; Nielsen, Bent ; Rahbek, Anders |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 4, p. 388-399
|
Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Schätzung | Estimation | Geldnachfrage | Money demand | Großbritannien | United Kingdom | 1963-1989 |
-
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren, (1992)
-
Money demand, adjustment costs, and forward-looking behavior
Engsted, Tom, (1997)
-
Talaş, Emrah, (2013)
- More ...
-
Frydman, Roman, (2017)
-
Frydman, Roman, (2017)
-
Frydman, Roman, (2017)
- More ...