Two Mixed Normal Densities from Cointegration Analysis
From MaRDI portal
Publication:4340693
DOI10.2307/2171758zbMath1102.62348MaRDI 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
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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