Title of article :
Cointegration analysis using M estimators
Author/Authors :
Juhl، Ted نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
-148
From page :
149
To page :
0
Abstract :
Tests for cointegration are developed using multivariate M estimators. The tests are based on analyzing the singular values of the parameter estimates standardized by the covariance matrix and do not require a reduced rank estimator
Keywords :
Strategic market game , Buy or Sell , Buy and sell
Journal title :
Economics Letters
Serial Year :
2001
Journal title :
Economics Letters
Record number :
21665
Link To Document :
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