A case study of the residual-based cointegration procedure.
Biondini, Riccardo; Lin, Yan-Xia; McCrae, Michael
Journal of Applied Mathematics and Decision Sciences (2003)
- Volume: 7, Issue: 1, page 29-48
- ISSN: 2090-3359
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topBiondini, Riccardo, Lin, Yan-Xia, and McCrae, Michael. "A case study of the residual-based cointegration procedure.." Journal of Applied Mathematics and Decision Sciences 7.1 (2003): 29-48. <http://eudml.org/doc/124877>.
@article{Biondini2003,
author = {Biondini, Riccardo, Lin, Yan-Xia, McCrae, Michael},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {equilibrium processes; Johansen; ARIMA models},
language = {eng},
number = {1},
pages = {29-48},
publisher = {Hindawi Publishing Corporation, New York},
title = {A case study of the residual-based cointegration procedure.},
url = {http://eudml.org/doc/124877},
volume = {7},
year = {2003},
}
TY - JOUR
AU - Biondini, Riccardo
AU - Lin, Yan-Xia
AU - McCrae, Michael
TI - A case study of the residual-based cointegration procedure.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2003
PB - Hindawi Publishing Corporation, New York
VL - 7
IS - 1
SP - 29
EP - 48
LA - eng
KW - equilibrium processes; Johansen; ARIMA models
UR - http://eudml.org/doc/124877
ER -
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