Testing for cointegration when some of the cointegrating vectors are known

Michael T. K. Horvath; Mark W. Watson

Year of publication:	1994
Authors:	Horvath, Michael T.
Other Persons:	Watson, Mark W. (contributor)
Publisher:	Cambridge, Mass. : National Bureau of Economic Research
Subject:	Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Schätzung \| Estimation \| Devisenmarkt \| Foreign exchange market \| Währungsderivat \| Currency derivative \| Welt \| World

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