<The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Libro |
| Lenguaje: | inglés |
| Publicado: |
San Domenico (FI)
European University Institute
2001
|
| Colección: | EUI Working paper ECO
No. 2001/1 |
| Materias: | |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
MARC
| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | c133181 | ||
| 005 | 20221124104402.3 | ||
| 041 | 0 | |a eng | |
| 044 | |a IT | ||
| 245 | 1 | 0 | |a <The> Asymptotic variance of the estimated roots in a cointegrated vector autoregressive model |c Soren Johansen |
| 264 | 1 | |a San Domenico (FI) |b European University Institute |c 2001 | |
| 300 | |a 22 s. | ||
| 490 | 1 | |a EUI Working paper ECO |v No. 2001/1 | |
| 830 | 0 | |a EUI Working paper ECO |v No. 2001/1 | |
| 610 | 2 | 0 | |a modely |
| 610 | 2 | 0 | |a modelovanie |
| 610 | 2 | 0 | |a metódy matematické |
| 100 | 1 | |a Johansen, Soren | |