Distribution of error correction tests for cointegration
Neil R. Ericsson and James G. MacKinnon
| Year of publication: |
1999
|
|---|---|
| Authors: | Ericsson, Neil R. ; MacKinnon, James G. |
| Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
| Subject: | Kointegration | Cointegration | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | 48 S graph. Darst |
|---|---|
| Series: | International finance discussion papers. - Washington, DC, ISSN 1073-2500, ZDB-ID 1449509-0. - Vol. 655 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 24 - 27 Internetausg.: http://www.federalreserve.gov/pubs/ifdp/1999/655/ifdp655.pdf Internetausg.: http://www.federalreserve.gov/pubs/ifdp/1999/655/ifdp655.ps |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001443838