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An application of the Granger-Engle two step procedure in a system of asset demand equations

By D.G. Barr, K Cuthbertson and Newcastle upon Tyne Univ. (United Kingdom). Dept. of Economics

Abstract

SIGLEAvailable from British Library Document Supply Centre- DSC:6100.395(88/08) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Topics: 05D - Economics, economic theory, An application of the Granger-Engle two step procedure in a system of asset demand equations [ Granger-Engle procedure]
Year: 1988
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