• Media type: E-Article
  • Title: Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors
  • Contributor: Kurita, Takamitsu
  • Published: Elsevier BV, 2010
  • Published in: Mathematics and Computers in Simulation, 80 (2010) 10, Seite 2033-2039
  • Language: English
  • DOI: 10.1016/j.matcom.2010.03.008
  • ISSN: 0378-4754
  • Keywords: Applied Mathematics ; Modeling and Simulation ; Numerical Analysis ; General Computer Science ; Theoretical Computer Science
  • Origination:
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