Tests for Cointegration and the Initial Conditions
碩士 === 國立中山大學 === 經濟學研究所 === 95 === In stead of assuming the starting observations as zero, the cointegration test statistic derived in this paper takes the initial conditions into consideration. The statistic helps us understand how the initial conditions affect the test and helps us recognize whet...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5vw6j3 |