Testing for codependence of cointegrated variables


Trenkler, Carsten ; Weber, Enzo



DOI: https://doi.org/10.1080/00036846.2011.641931
URL: http://www.tandfonline.com/doi/abs/10.1080/0003684...
Document Type: Article
Year of publication: 2013
The title of a journal, publication series: Applied Economics
Volume: 45
Issue number: 15
Page range: 1953-1964
Place of publication: Abingdon [u.a.]
Publishing house: Routledge
ISSN: 0003-6846 , 1466-4283
Publication language: English
Institution: School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject: 330 Economics
Keywords (English): serial correlation common features , codependence , cointegration , overnight interest rates , central banks , C32 , E52

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Weber, Enzo (2013) Testing for codependence of cointegrated variables. Applied Economics Abingdon [u.a.] 45 15 1953-1964 [Article]


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