The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
Jammie H. Penm, Jack H. W. Penm and R. D. Terrell
| Year of publication: |
1997
|
|---|---|
| Authors: | Penm, Jammie H. |
| Other Persons: | Penm, Jack H. W. (contributor) ; Terrell, R. D. (contributor) |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 16.1997, 3, p. 281-304
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | 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/10001225570