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On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210)

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scientific article; zbMATH DE number 1768101
Language Label Description Also known as
English
On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices.
scientific article; zbMATH DE number 1768101

    Statements

    title
    On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (English)
    0 references
    author
    Jennifer V. Greenslade
    0 references
    Stephen G. Hall
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    S. G. Brian Henry
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    publication date
    15 July 2002
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    zbMATH Keywords
    Cointegration
    0 references
    Identification
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    Monte Carlo
    0 references
    Systems
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    Identifiers

    zbMATH DE Number
    1768101
    0 references
     
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