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dc.contributor.authorKusideł, Ewa
dc.contributor.editorLe Bas, Christian
dc.date.accessioned2019-11-19T11:28:50Z
dc.date.available2019-11-19T11:28:50Z
dc.date.issued2000
dc.identifier.isbn83-86840-93-5
dc.identifier.urihttp://hdl.handle.net/11089/30769
dc.language.isoenpl_PL
dc.publisherAbsolwentpl_PL
dc.relation.ispartofMarché - Innovations - Développement Économique;
dc.subjectproblem in cointegration testingpl_PL
dc.subjectnumber of contegrating vectorspl_PL
dc.titleSome problems in testing of cointegration. Employment and production examplepl_PL
dc.typeBook chapterpl_PL
dc.page.number1-11pl_PL
dc.contributor.authorAffiliationUniwersytet Łódzkipl_PL
dc.referencesEnders W., (1995), Applied Econometric Time Series, John Wiley&Sons, Inc., New Yorkpl_PL
dc.referencesKusideł E., (1997) Badanie kointegracji na podstawie wektorowo-autoregresyjnych modeli ekonometrycznych. Podejście Johansena, Prace Instytutu Ekonometrii i Statystyki Uniwersytetu Łódzkiego, Łódźpl_PL
dc.referencesJohansen S., (1988), Statistical Analysis of Cointegration Vectors, Journal of Economic Dynamics and Control, 12, p.231-54pl_PL
dc.referencesJohansen S., (1996), Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, Oxford University Press, New Yorkpl_PL
dc.contributor.authorEmailewa.kusidel@uni.lodz.plpl_PL


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