Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
T. J. Brailsford, J. H. W. Penm and R. D. Terrell
| Year of publication: |
2005
|
|---|---|
| Authors: | Brailsford, T. J. ; Penm, J. H. W. ; Terrell, R. D. |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 4476621. - Vol. 22.2005, p. 305-326
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009943514