Determination of cointegrating rank in fractional systems
ShareCopied to clipboardDetermination of cointegrating rank in fractional systems is a book. It was written by P. M. Robinson and published by Suntory and Toyota International Centres for Economics and Related Disciplines in 2001.
Key facts
- author: P. M. Robinson
- publication date: 2001
- book publisher: Suntory and Toyota International Centres for Economics and Related Disciplines
- book series: Econometrics / Suntory and Toyota International Centres for Economics and Related Disciplines
- book subjects: Time-series analysis, Economics, Mathematical, Cointegration
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"Determination of cointegrating rank in fractional systems" is one of the books by P. M. Robinson, books by Suntory and Toyota International Centres for Economics and Related Disciplines and 2,617,384 books in our database.
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