Parameter constancy in cointegrating regressions
by Carmela E. Quintos and Peter C. B. Phillips
| Year of publication: |
1994
|
|---|---|
| Authors: | Quintos, Carmela E. ; Phillips, Peter C. B. |
| Publisher: |
New Haven, Conn. : Cowles Found. for Research in Economics at Yale Univ. |
| Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Extent: | S. 675 - 706 graph. Darst |
|---|---|
| Series: | Cowles Foundation paper. - New Haven, Conn., ZDB-ID 2518845-8. - Vol. 861 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 705 - 706 Aus: Empirical economics ; 1993 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000148661