Testing for cointegration when some of the cointegrating vectors are known

by Michael T. K. Horvath and Mark W. Watson

Year of publication:	1993
Authors:	Horvath, Michael T. ; Watson, Mark W.
Publisher:	Chicago
Subject:	Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Kointegration \| Cointegration \| Schätzung \| Estimation \| Währungsderivat \| Currency derivative \| Welt \| World \| Devisenmarkt \| Foreign exchange market

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