Cointegrated vector autoregression methods : an application to non-normally behaving data on selected US sugar-related markets
Ronald A. Babula; Douglas Newman
| Year of publication: |
Mar. 2005
|
|---|---|
| Other Persons: | Babula, Ronald Alexander (contributor) ; Newman, Douglas E. (contributor) |
| Publisher: |
Washington, DC : US International Trade Commission, Off. of Industries |
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Schätzung | Estimation | Süßwaren | Confectionery | Zuckermarkt | Sugar market | USA | United States |
| Extent: | Online-Ressource, 32 p., text ill |
|---|---|
| Series: | Working paper. - Washington, DC : [Verlag nicht ermittelbar], ZDB-ID 2151598-0. - Vol. ID-12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002717669