Cointegration between trends and their estimators in state space models and CVAR models

Autor:	Søren Johansen, Morten Nyboe Tabor
Zdroj:	University of Copenhagen
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3fe8b3394ad7d9ac504bcf774da3ca7b https://curis.ku.dk/portal/en/publications/cointegration-between-trends-and-their-estimators-in-state-space-models-and-cvar-models(7e691631-6619-438b-a8d2-2b836663257d).html Zobrazit plný text záznamu