appuk.ox
Creators:
H. Peter Boswijk
;
Jurgen A. Doornik
From the dataset abstract
The distribution of a functional of two correlated vector-Brownian motions is approximated by a Gamma distribution. This functional represents the limiting distribution for cointegration...
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Metadata
| Field | Value |
|---|---|
| Format | ox |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/729fa3b9-04b0-4368-a085-fe304c2d759f/resource/4d864acd-4760-4bed-910c-bdc37b85643a/download/appuk.ox |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
