Tests for Cointergration Rank and the Initial Condition

Niklas Ahlgren; Mikael Juselius

Tests for Cointergration Rank and the Initial Condition

Forskningsoutput: Bok/rapport › Beställd rapport

Originalspråk	Engelska

Utgivningsort	Helsinki
Förlag	Hanken School of Economics
Antal sidor	46
ISBN (tryckt)	978-952-232-031-5
Status	Publicerad - 2009
MoE-publikationstyp	D4 Publicerad utvecklings- eller forskningsrapport eller -utredning

Publikationsserier

Namn	Hanken School of Economics, Working Papers
Förlag	Hanken School of Economics
Nr.	539
ISSN (tryckt)	0357-4598

Nyckelord

512 Företagsekonomi

Åtkomst av dokument

http://urn.fi/URN:ISBN:978-952-232-031-5

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Fulltext

Tests for Cointegration Rank and the Initial Condition
Ahlgren, N. & Juselius, M.
01.01.2004 → 31.12.2012
Projekt: Externt finansierat projekt

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title = "Tests for Cointergration Rank and the Initial Condition",

keywords = "512 Business and Management, asymptotic local power, cointegration, companion matrix, convergence, initial condition, likelihood ratio test, unit root",

author = "Niklas Ahlgren and Mikael Juselius",

year = "2009",

language = "English",

isbn = "978-952-232-031-5",

series = "Hanken School of Economics, Working Papers",

publisher = "Hanken School of Economics",

number = "539",

address = "Finland",

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TY - BOOK

T1 - Tests for Cointergration Rank and the Initial Condition

AU - Ahlgren, Niklas

AU - Juselius, Mikael

PY - 2009

Y1 - 2009

KW - 512 Business and Management

KW - asymptotic local power

KW - cointegration

KW - companion matrix

KW - convergence

KW - initial condition

KW - likelihood ratio test

KW - unit root

M3 - Commissioned report

SN - 978-952-232-031-5

T3 - Hanken School of Economics, Working Papers

BT - Tests for Cointergration Rank and the Initial Condition

PB - Hanken School of Economics

CY - Helsinki

ER -

Tests for Cointergration Rank and the Initial Condition

Publikationsserier

Nyckelord

Åtkomst av dokument

OpenUrl-tillgänglighet

Projekt

Tests for Cointegration Rank and the Initial Condition

Citera det här