Autoregressive distributed lag models and cointegration
| Year of publication: |
2006
|
|---|---|
| Authors: | Hassler, Uwe ; Wolters, Jürgen |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 90.2006, 1, p. 59-74
|
| Publisher: |
Springer |
| Subject: | Error-correction | asymptotically normal inference | cointegration testing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Classification: | C22 - Time-Series Models ; C32 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005155558