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CATS in RATS: cointegration analysis of time series: version 1.01
Author(s) -
Tufte David
Publication year - 1998
Publication title -
journal of applied econometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.878
H-Index - 99
eISSN - 1099-1255
pISSN - 0883-7252
DOI - 10.1002/(sici)1099-1255(199805/06)13:3<321::aid-jae491>3.0.co;2-l
Subject(s) - cointegration , library science , citation , computer science , economics , econometrics