Detection of switching cointegration rank allowing for switching lag structure : an application to money-demand function
Kosei Fukuda
| Year of publication: |
2008
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|---|---|
| Authors: | Fukuda, Kosei |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 40.2008, 10/12, p. 1571-1582
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| Subject: | Kointegration | Cointegration | Theorie | Theory | Ranking-Verfahren | Ranking method |
| 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/10003743032