COINTEGRATED TIME-SERIES - A GUIDE TO ESTIMATION AND HYPOTHESIS-TESTING

Authors
DICKEY DA ROSSANA RJ
Citation
Da. Dickey et Rj. Rossana, COINTEGRATED TIME-SERIES - A GUIDE TO ESTIMATION AND HYPOTHESIS-TESTING, Oxford bulletin of economics and statistics, 56(3), 1994, pp. 325-353
Citations number
43
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences","Statistic & Probability
Journal title
Oxford bulletin of economics and statistics → ACNP
ISSN journal
03059049
Volume
56
Issue
3
Year of publication
1994
Pages
325 - 353
Database
ISI
SICI code
0305-9049(1994)56:3<325:CT-AGT>2.0.ZU;2-8