Unit roots, cointegration, and pretesting in VAR models
Year of publication: |
2013
|
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Authors: | Gospodinov, Nikolaj ; Herrera, Ana María ; Pesavento, Elena |
Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 81-115
|
Subject: | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Testmarkt | Test market | VAR-Modell | VAR model | Theorie | Theory |
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