The effect of non-normal disturbances and conditional heteroscedasticity on multiple cointegration tests /

The effect of non-normal disturbances and conditional heteroscedasticity on multiple cointegration tests /

Bibliographic Details
Main Author: Silvapulle, Paramsothy
Other Authors: Podivinsky, Jan M
Format: Book
Published: Bundoora, Vic. : La Trobe University. Schools of Economics and Commerce, 1995
Series:Discussion paper ; no. A95.30
Subjects:
ANALISIS DE REGRESION
COINTEGRACION
MODELOS ECONOMETRICOS
REGRESION LINEAL

MARC

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100 |a Silvapulle, Paramsothy 
245 1 4 |a The effect of non-normal disturbances and conditional heteroscedasticity on multiple cointegration tests /  |c Paramsothy Silvapulle, Jan M. Podivinsky. 
260 |a Bundoora, Vic. :  |b La Trobe University. Schools of Economics and Commerce,  |c 1995 
300 |a 19 p. :  |b il. 
490 0 |a Discussion paper ;  |v no. A95.30  |x 1323-2037 
504 |a Incluye bibliografía. 
650 |a ANALISIS DE REGRESION  
650 |a COINTEGRACION  
650 |a MODELOS ECONOMETRICOS 
650 |a REGRESION LINEAL 
700 |a Podivinsky, Jan M 
942 |c DOCU  |j F 519.536 S 17732  |2 ddc 

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