Determining p-values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms


Trenkler, Carsten



Document Type: Article
Year of publication: 2008
The title of a journal, publication series: Computational Statistics
Volume: 23
Issue number: 1
Page range: 19-39
Place of publication: Heidelberg
Publishing house: Physica-Verl.
ISSN: 0943-4062
Publication language: English
Institution: School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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