Tests for cointegration rank and choice of the alternative
Giuseppe Cavaliere; Luca Fanelli; Paolo Paruolo
| Year of publication: |
2009
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|---|---|
| Authors: | Cavaliere, Giuseppe ; Fanelli, Luca ; Paruolo, Paolo |
| Published in: |
Statistical methods & applications : SMA ; journal of the Italian Statistical Society. - Berlin, Germany : Springer, ISSN 1618-2510, ZDB-ID 2082218-2. - Vol. 18.2009, 2, p. 169-191
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| Subject: | Kointegration | Cointegration | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | 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/10003858175