Testing for the cointegrating rank of a conditional vector autoregressive process with a linear time trend
Heikki Kauppi
| Year of publication: |
2000
|
|---|---|
| Authors: | Kauppi, Heikki |
| Publisher: |
Helsinki |
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | 50 S |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Helsinki. - Helsinki : [Verlag nicht ermittelbar], ISSN 0782-8500, ZDB-ID 2477940-4. - Vol. 497 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 44 - 46 |
| ISBN: | 951-45-9585-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001546361