Statistical analysis of hypothesis on the cointegrating relations in the I(2) model
Søren Johansen
| Year of publication: |
2006
|
|---|---|
| Authors: | Johansen, Søren |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 132.2006, 1, p. 81-115
|
| Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Regressionsanalyse | Regression 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/10003320246