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Determination of cointegrating rank in partially non-stationary processes vis a generalised von-Neumann criterion
Harris, David
;
Poskitt, Donald Stephen
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 191-217
Persistent link: https://www.econbiz.de/10002122071
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Assessing the magnitude of the concentration parameter in a simultaneous equations model
Poskitt, Donald Stephen
;
Skeels, Christopher L.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10003841951
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