Simple, robust, and accurate F and t tests in cointegrated systems
Year of publication: |
01-04-2016 ; This version: December 31, 2015
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Authors: | Hwang, Jungbin ; Sun, Yixiao |
Publisher: |
San Diego : Department of Economics, UC SD |
Subject: | Kointegration | Cointegration | Stichprobenerhebung | Sampling | Nichtparametrisches Verfahren | Nonparametric statistics | Kleinste-Quadrate-Methode | Least squares method | Statistische Methodenlehre | Statistical theory |
Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
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Series: | |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Open access content Open access content star |
Source: | ECONIS - Online Catalogue of the ZBW |
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