Title of article :
Cointegration analysis using M estimators
Author/Authors :
Juhl، Ted نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
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
Journal title :
Economics Letters