Tests against stationary and explosive alternatives in vector autoregressive models
Year of publication: |
2005
|
---|---|
Other Persons: | Ahlgren, Niklas (contributor) ; Nyblom, Jukka (contributor) |
Institutions: | Svenska Handelshögskolan <Helsinki> (contributor) |
Publisher: |
Helsinki : Svenska Handelshögskolan |
Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | VAR-Modell | VAR model |
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