Likelihood-based cointegration analysis in panels of vector error correction models
Year of publication: |
1999
|
---|---|
Authors: | Groen, Jan J. J. ; Kleibergen, Frank |
Publisher: |
Rotterdam : Tinbergen Inst. |
Subject: | Kointegration | Cointegration | Schätzung | Estimation | Wechselkurs | Exchange rate | EU-Staaten | EU countries | Momentenmethode | Method of moments |
-
Likelihood-based cointegration analysis in panels of vector error correction models
Groen, Jan J. J., (1999)
-
Likelihood-based cointegration analysis in panels of vector error-correction models
Groen, Jan J. J., (2003)
-
Testing for codependence of cointegrated variables
Trenkler, Carsten, (2013)
- More ...
-
Likelihood-based cointegration analysis in panels of vector error-correction models
Groen, Jan J. J., (2003)
-
Likelihood-based cointegration analysis in panels of vector error correction models
Groen, Jan J. J., (1999)
-
The GSCPI: A new barometer of global supply chain pressures
Benigno, Gianluca, (2022)
- More ...