Conditions on consistency for testing hypotheses under rational expectation by vector autoregressive models and cointegration
by Naoto Kunitomo and Taku Yamamoto
| Year of publication: |
1990
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|---|---|
| Authors: | Kunitomo, Naoto |
| Other Persons: | Yamamoto, Taku (contributor) |
| Published in: |
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics. - Tōkyō, ZDB-ID 1175957-4. - Vol. 41.1990, 1, p. 15-33
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| Subject: | VARMA | Schätztheorie | Estimation theory | 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://ebvufind01.dmz1.zbw.eu/10001089318