Unit roots, cointegration, and pretesting in VAR models
Nikolay Gospodinov, Ana María Herrera and Elena Pesavento
| Year of publication: |
2013
|
|---|---|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010252338