Testing of fractional cointegration in macroeconomic time series
Luis A. Gil-Alana
| Year of publication: |
2003
|
|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 65.2003, 4, p. 517-529
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Statistischer Test | Statistical test | Konjunktur | Business cycle | Theorie | Theory |
| 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/10001776839