Between cointegration and multicointegration: Modelling time series dynamics by cumulative error correction models
| Year of publication: |
2013
|
|---|---|
| Authors: | Scheiblecker, Marcus |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 31.2013, p. 511-517
|