TESTING FOR COINTEGRATION USING PRINCIPAL COMPONENTS METHODS

被引：88

作者：

PHILLIPS, PCB ^{[1
]}

OULIARIS, S ^{[1
]}

机构：

[1] UNIV MARYLAND,COLLEGE PK,MD 20742

来源：

关键词：

D O I：

10.1016/0165-1889(88)90040-1

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：205 / 230

页数：26

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