Testing cointegrating coefficients in vector autoregressive error correction models
by Gerd Hansen, Jeong-Ryeol Kim and Stefan Mittnik
| Year of publication: |
1996
|
|---|---|
| Authors: | Hansen, Gerd ; Kurz-Kim, Jeong-Ryeol ; Mittnik, Stefan |
| Publisher: |
Kiel |
| Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration |
| Extent: | 6, [1] Bl. : graph. Darst |
|---|---|
| Series: | Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel. - Kiel, ZDB-ID 573628-6. - Vol. 96 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000955842