An econometric analysis of 1(2) variables

Journal of Economic Surveys

Volumn 12, Issue 5, 1998, Pages 645-650

  Haldrup, Niels ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

1(2) processes; Unit root tests; Var models; error correction models

Indexed keywords

ECONOMETRICS; TIME SERIES ANALYSIS; VECTOR AUTOREGRESSION;

EID: 0032418022     PISSN: 09500804     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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