Asymptotic properties of residual based tests for cointegration
by P. C. B. Phillips and S. Ouliaris
| Year of publication: |
1990
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Other Persons: | Ouliaris, Sam (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an international 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
|
| Subject: | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | 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/10001084872