Structural analysis of cointegration VARs
M. Hashem Pesaran; Ron P. Smith
| Year of publication: |
1998
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Smith, Ron |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 12.1998, 5, p. 471-505
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Lag-Modell | Lag model | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Übersichtsarbeit ; Systematic review ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic surveys |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001400860