1. A Bartlett correction factor for tests on the cointegrating relations
Title | A Bartlett correction factor for tests on the cointegrating relations |
---|---|
Author info | Soren Johansen |
Author | Johansen Soren |
Issue data | San Domenico (FI) : European University Institute , 1999. - 50 s. |
Edition | EUI Working paper ECO , No. 99/10 |
Document kind | working papers |
Language | English |
Country of Edition | Italy |
systematics | 519.87 - Matematické modely operačného výskumu |
Keywords | modely regresné * odhad štatistický * hypotézy * simulácia * výskum operačný |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 778178 |