Estimating the rank of cointegration after estimating the order of a vector autoregression
by Kimio Morimune and Akihisa Mantani
| Year of publication: |
1995
|
|---|---|
| Authors: | Morimune, Kimio |
| Other Persons: | Mantani, Akihisa (contributor) |
| Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 46.1995, 2, p. 191-205
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10001190892