Asymptotic properties of residual based tests for cointegration
Year of publication: |
1990
|
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Authors: | Phillips, Peter C. B. |
Other Persons: | Ouliaris, Sam (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 58.1990, 1, p. 165-193
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Subject: | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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