Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems.
| Year of publication: |
2000
|
|---|---|
| Authors: | Adkins, Lee C ; Krehbiel, Timothy ; Hill, R Carter |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 14.2000, 2, p. 193-208
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005673904