Bierens' and Johansen's method - complements or substitutes?
Martin Wagner
| Year of publication: |
1999
|
|---|---|
| Authors: | Wagner, Martin |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Kointegration | Cointegration | Theorie | Theory |
| Extent: | 25 S graph. Darst |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 74 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 24 - 25 |
| Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001451692