A case study of the residual-based cointegration procedure

DOI10.1155/S1173912603000038zbMath1066.91077MaRDI QIDQ1430407

Riccardo Biondini, Yan-Xia Lin, Michael McCrae

Publication date: 27 May 2004

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124877

zbMATH Keywords

ARIMA modelsequilibrium processesJohansen

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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