Efficient estimation of models with unknown mixtures of stationary and integrated time series
Changsik Kim; Joon Y. Park
| Year of publication: |
1998
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|---|---|
| Authors: | Kim, Changsik ; Park, Joon Y. |
| Published in: |
Journal of economic theory and econometrics : journal of The Korean Econometric Society. - Seoul, ISSN 1229-2893, ZDB-ID 2024324-8. - Vol. 4.1998, 2, p. 69-103
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| Subject: | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic theory and econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001562238