%0 Book
%T Testing for common cyclical features in VAR models with cointegration
%A Hecq, Alain W. J.
%A Palm, Franz C.
%A Urbain, Jean-Pierre
%I CESifo
%K USA
%K Vektor-autoregressives Modell
%K Korrelation
%K Kointegration
%K Konjunktur
%K Statistischer Test
%D 2001
%C CESifo
%C Munich
%U http://slubdd.de/katalog?TN_libero_mab2
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