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Inference on the cointegration rank in fractionally integrated processes

Breitung, Jörg ; Hassler, Uwe (2002)
Inference on the cointegration rank in fractionally integrated processes.
In: Journal of econometrics, 110
Article, Bibliographie

Item Type: Article
Erschienen: 2002
Creators: Breitung, Jörg ; Hassler, Uwe
Type of entry: Bibliographie
Title: Inference on the cointegration rank in fractionally integrated processes
Language: English
Date: 2002
Journal or Publication Title: Journal of econometrics
Volume of the journal: 110
Divisions: 01 Department of Law and Economics
01 Department of Law and Economics > Volkswirtschaftliche Fachgebiete
Date Deposited: 19 Nov 2008 16:05
Last Modified: 20 Feb 2020 13:26
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