scientific article; zbMATH DE number 768016
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Publication:4837258
zbMATH Open0820.62096MaRDI QIDQ4837258FDOQ4837258
Authors: R. I. D. Harris 
Publication date: 27 June 1995
Title of this publication is not available (Why is that?)
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seasonalpowerstructural breakstime seriesunit rootscointegration analysisstationaryoverviewtesting for weak exogeneityrecent developmentsnonstationary seriesJohansen approachlong-run modelsnon-seasonalshort-run models
Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION
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- Credit, income, and causality: a contemporary co-integration analysis
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- Cointegration and Dynamic Simultaneous Equations Model
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