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