Tests for cointegration rank and the initial condition
Niklas Ahlgren; Mikael Juselius
| Year of publication: |
2009
|
|---|---|
| Authors: | Ahlgren, Niklas ; Juselius, Mikael |
| Publisher: |
Helsinki : Svenska Handelshögskolan |
| Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Theorie | Theory |
| Extent: | Online-Ressource (46 S.,759,17 KB) |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 2172605-X. - Vol. 539 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-952-232-031-5 |
| Other identifiers: | hdl:10227/347 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003833771