Consistent Testing for Non-Correlation of Two Cointegrated ARMA Time Series
Autor: | Saidi, Abdessamad |
---|---|
Zdroj: | The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 2007 Mar 01. 35(1), 169-188. |
Databáze: | JSTOR Journals |
Externí odkaz: |