Art
J-GLOBAL ID：200902195802066667
Reference number：00A0225440
単位根時系列分析
Author (1)：
Material：
Volume：
29
Issue：
3
Page：
307-326
Publication year：
Dec. 1999
JST Material Number：
L2452A
ISSN：
0389-5602
Document type：
Article
Country of issue：
Japan (JPN)
Language：
JAPANESE (JA)
Reference (8)：
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BANERJEE, A. Co-Integration, Error Correction, and The Econometric Analysis of Non-Stationary Data. 1993
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DICKEY, D. A. Likelihood ratio statistics for autoregressive time series wity a unit root. Econometrica. 1981, 49, 1057-1072
-
ENGLE, R. F. Co-integration and Error Correction : Representation, Estimation and Testing. Econometrica. 1987
-
HALL, P. Martingale Limit Theory and Applications. 1980
-
HATANAKA, Michio. Time series based Econometrics. 1997
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Terms in the title
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