Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle
By: Hans-Eggert Reimers.
Series: Arbeiten zur angewandten Statistik,; Bd. 35; Arbeiten zur angewandten Statistik ;; Heft 35.
Publisher: Physica-Verlag
Published: 1991
Place of publication: Heidelberg
Language: ger
Number of pages: 265
Subjects: Econometric models.; Autoregression (Statistics); Vector analysis.; Time-series analysis.
Notes: Includes bibliographical references (p. 253-265).