Testing for the cointegration rank when some cointegrating directions are changing
Philippe Andrade; Catherine Bruneau; Stéphane Gregoir
| Year of publication: |
2005
|
|---|---|
| Authors: | Andrade, Philippe ; Bruneau, Catherine ; Grégoir, Stéphane |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 124.2005, 2, p. 269-310
|
| Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Kointegration | Cointegration | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002515549