Direct Cointegration Testing in Periodic Vector Autoregressive Models.
| Year of publication: |
1995
|
|---|---|
| Authors: | Kleibergen, F. ; Franses, P.H. |
| Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
| Subject: | COINTEGRATION MODELS | ECONOMETRICS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 20 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005775833