Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea
DOI10.1016/0304-4076(95)01758-5zbMATH Open0867.90033OpenAlexW2146778592MaRDI QIDQ2565045FDOQ2565045
Authors: Luigi Ermini, Dongkoo Chang 
Publication date: 7 January 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1814/486
Recommendations
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)
Cites Work
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- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Time series analysis and simultaneous equation econometric models
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- Five alternative methods of estimating long-run equilibrium relationships
Cited In (2)
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