Box TIAO and Johansen Canonical Estimators of Cointegrating Vectors.
| Year of publication: |
1991
|
|---|---|
| Authors: | Bewley, R. ; Orden, D. ; Fisher, L. |
| Institutions: | School of Economics, UNSW Business School |
| Subject: | econometrics | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 19 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005664153