Numerically stable cointegration analysis
| Year of publication: |
2002
|
|---|---|
| Authors: | Doornik, Jurgen A. ; O'Brien, R. J. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 41.2002, 1, p. 185-193
|
| Publisher: |
Elsevier |