Likelihood-based inference in multivariate panel cointegration models - Larsson, Rolf; Lyhagen, Johan, 1969-; Handelshögskolan i Stockholm. Ekonomiska forskningsinstitutet (Stockholm : Stockholm School of Economics, 1999)
Bibliografie
ISSN 1403-8285
Keywords: metoda Monte Carlo; simulační modely; kointegrace; studie; Monte Carlo method; simulation models; studies