Statistical Analysis of Cointegration Vectors

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Matematisk statistik
Original languageEnglish
Title of host publicationLong-Run Economic Relationships-Readings in Cointegration
EditorsClive Granger, Robert Engle
PublisherOxford University Press
Publication date1991
Pages131-52
ISBN (Print)0-19-828339-3
Publication statusPublished - 1991

ID: 309979