Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms
| Year of publication: |
2008
|
|---|---|
| Authors: | Trenkler, Carsten |
| Published in: |
Computational Statistics. - Springer. - Vol. 23.2008, 1, p. 19-39
|
| Publisher: |
Springer |
| Subject: | Systems cointegration tests | Response surface | p-values |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166791