dc.contributor.author | Kusideł, Ewa | |
dc.contributor.editor | Le Bas, Christian | |
dc.date.accessioned | 2019-11-19T11:28:50Z | |
dc.date.available | 2019-11-19T11:28:50Z | |
dc.date.issued | 2000 | |
dc.identifier.isbn | 83-86840-93-5 | |
dc.identifier.uri | http://hdl.handle.net/11089/30769 | |
dc.language.iso | en | pl_PL |
dc.publisher | Absolwent | pl_PL |
dc.relation.ispartof | Marché - Innovations - Développement Économique; | |
dc.subject | problem in cointegration testing | pl_PL |
dc.subject | number of contegrating vectors | pl_PL |
dc.title | Some problems in testing of cointegration. Employment and production example | pl_PL |
dc.type | Book chapter | pl_PL |
dc.page.number | 1-11 | pl_PL |
dc.contributor.authorAffiliation | Uniwersytet Łódzki | pl_PL |
dc.references | Enders W., (1995), Applied Econometric Time Series, John Wiley&Sons, Inc., New York | pl_PL |
dc.references | Kusideł E., (1997) Badanie kointegracji na podstawie wektorowo-autoregresyjnych modeli ekonometrycznych. Podejście Johansena, Prace Instytutu Ekonometrii i Statystyki Uniwersytetu Łódzkiego, Łódź | pl_PL |
dc.references | Johansen S., (1988), Statistical Analysis of Cointegration Vectors, Journal of Economic Dynamics and Control, 12, p.231-54 | pl_PL |
dc.references | Johansen S., (1996), Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, Oxford University Press, New York | pl_PL |
dc.contributor.authorEmail | ewa.kusidel@uni.lodz.pl | pl_PL |