Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems
| Year of publication: |
2000
|
|---|---|
| Authors: | Adkins, Lee C. ; Krehbiel, Tim ; Hill, R.Carter |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 14.2000, 2, p. 193
|