Likelihood-based cointegration analysis in panels of vector error-correction models
Jan J. J. Groen; Frank Kleibergen
| Year of publication: |
2003
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|---|---|
| Authors: | Groen, Jan J. J. ; Kleibergen, Frank |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 2, p. 295-318
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| Subject: | Kointegration | Cointegration | Schätzung | Estimation | Wechselkurs | Exchange rate | EU-Staaten | EU countries | Momentenmethode | Method of moments |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001760364