Likelihood-based inference for cointegration of some nonstationary time series
Søren Johansen
| Year of publication: |
1996
|
|---|---|
| Authors: | Johansen, Søren |
| Published in: |
Time series models : in econometrics, finance and other fields. - London [u.a.] : Chapman & Hall, ISBN 0-412-72930-X. - 1996, p. 69-100
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| Subject: | Stationaritätsanalyse | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001319936