Tests against Stationary and Explosive Alternatives in Vector Autoregressive Models

Niklas Ahlgren, Jukka Nyblom

Ekonomisk statistik, Helsingfors

University of Jyväskylä

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

8 Citeringar (Scopus)

2 resultat

Filter

Slutfört
Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models
Ahlgren, N.
01.01.2003 → 31.12.2009
Projekt: Externt finansierat projekt
INFERENCE ON COINTEGRATION IN VECTOR AUTOREGRESSIVE MODELS
Ahlgren, N.
01.01.1999 → 31.12.2002
Projekt: Externt finansierat projekt