Tests of common stochastic trends
Jukka Nyblom; Andrew Harvey
| Year of publication: |
2000
|
|---|---|
| Authors: | Nyblom, Jukka ; Harvey, Andrew C. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 2, p. 176-199
|
| Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory | Random Walk | Random walk |
| 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/10001483364