DYNAMIC SPECIFICATION AND COINTEGRATION

被引：75

作者：

BOSWIJK, P ^{[1
]}

FRANSES, PH ^{[1
]}

机构：

[1] ERASMUS UNIV,INST ECONOMETR,3000 DR ROTTERDAM,NETHERLANDS

来源：

OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1992年 / 54卷 / 03期

关键词：

D O I：

10.1111/j.1468-0084.1992.tb00007.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：369 / 381

页数：13

共 16 条

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BOSWIJK HP, 1991, AE791 U AMST REP

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[4]

FRANSES PH, 1990, TINBERGEN I RES B, V2, P249

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JUSELIUS, K .

OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 1990, 52 (02) :169-210

[9] STATISTICAL-ANALYSIS OF COINTEGRATION VECTORS [J].

JOHANSEN, S .

JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1988, 12 (2-3) :231-254

[10] ON THE RIGOUR OF SOME MISSPECIFICATION TESTS FOR MODELING DYNAMIC RELATIONSHIPS [J].

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