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Inference on the cointegration rank in fractionally integrated processes

Breitung, Jörg and Hassler, Uwe (2002):
Inference on the cointegration rank in fractionally integrated processes.
In: Journal of econometrics, 110pp. 167-185, [Article]

Item Type: Article
Erschienen: 2002
Creators: Breitung, Jörg and Hassler, Uwe
Title: Inference on the cointegration rank in fractionally integrated processes
Language: English
Journal or Publication Title: Journal of econometrics
Volume: 110
Divisions: 01 Department of Law and Economics
01 Department of Law and Economics > Volkswirtschaftliche Fachgebiete
Date Deposited: 19 Nov 2008 16:05
License: [undefiniert]
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