Diagnostic testing for cointegration :: P. M. Robinson :: Suntory and Toyota International Centres for Economics and Related Disciplines 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Diagnostic testing for cointegration
Author P. M. Robinson
Contributor Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher Suntory and Toyota International Centres for Economics and Related Disciplines
Publication date 2007
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on 15 Oct., 2007).

Topics

Cointegration
Time-series analysis
Asymptotic distribution (Probability theory)

Catalogue Data

OBNB ID GBA782967
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.0151955

ISBD

P1042 Includes bibliographical references.

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Diagnostic testing for cointegration by P. M. Robinson. Published by Suntory and Toyota International Centres for Economics and Related Disciplines in 2007. Publication and catalogue information, links to buy online and reader comments.