Testing for cointegration when some of the cointegrating vectors are known
| Year of publication: |
1993
|
|---|---|
| Authors: | Horvath, Michael T.K. ; Watson, Mark W. |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Time-series analysis |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 93-15 |
| Source: |
Persistent link: https://www.econbiz.de/10005410945