Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
In Choi ; Joon Y. Park ; Byungchul Yu
| Year of publication: |
1997
|
|---|---|
| Authors: | Choi, In |
| Other Persons: | Park, Joon Y. (contributor) ; Yu, Byungchul (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 13.1997, 6, p. 850-876
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| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Simulation | 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/10001236161