Estimating cointegrating vectors using near unit root variables
Aaron D. Smallwood and Stefan C. Norrbin
| Year of publication: |
2004
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|---|---|
| Authors: | Smallwood, Aaron D. ; Norrbin, Stefan C. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 12, p. 781-784
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| Subject: | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| 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/10002244549