Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration

Steland, Ansgar (Corresponding author); Weidauer, Sabine

Monticello, NY : Dekker (2013)
Journal Article

In: Sequential analysis
Volume: 32
Issue: 3
Page(s)/Article-Nr.: 319-349

Institutions

  • Department of Mathematics [110000]
  • Chair of Stochastics [116110]

Identifier