Separation in cointegrated systems and persistent-transitory decompositions
Clive W. J. Granger and Niels Haldrup
| Year of publication: |
1997
|
|---|---|
| Authors: | Granger, C. W. J. |
| Other Persons: | Haldrup, Niels (contributor) |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 59.1997, 4, p. 449-463
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001230926