Statistical inference on cointegration rank in error correction models with stationary covariates
Year of publication: |
1998
|
---|---|
Authors: | Seo, Byeongseon |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 85.1998, 2, p. 339-385
|
Subject: | Kausalanalyse | Causality analysis | Theorie | Theory |
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