Testing for cointegration in the presence of moving average errors
John F. Boschen and Leonard O. Mills
| Year of publication: |
1988
|
|---|---|
| Authors: | Boschen, John Fink ; Mills, Leonard Orion |
| Publisher: |
Philadelphia |
| Subject: | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis |
| Extent: | 27 S |
|---|---|
| Series: | Working papers / Economic Research Department, Federal Reserve Bank of Philadelphia. - Philadelphia, Pa., ZDB-ID 2142219-9. - Vol. 88-11 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000143606