Two Mixed Normal Densities from Cointegration Analysis

DOI10.2307/2171758zbMath1102.62348OpenAlexW3124858243MaRDI QIDQ4340693

Karim M. Abadir, Paolo Paruolo

Publication date: 1997

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2171758

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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