Regression-based analysis of cointegration systems
Javier Gomez-Biscarri; Javier Hualde
| Year of publication: |
2015
|
|---|---|
| Authors: | Gómez Biscarri, Javier ; Hualde, Javier |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 1, p. 32-50
|
| Subject: | Cointegrating space | Phillips' triangular form | Johansen’s methodology | Regression-based cointegration testing | Kointegration | Cointegration | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348903