An enlarged definition of cointegration
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Publication:1351731
DOI10.1016/0165-1765(95)00733-4zbMath0875.90173OpenAlexW2006761834MaRDI QIDQ1351731
Renato G. jun. Flôres, Ariane Szafarz
Publication date: 27 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(95)00733-4
Related Items (5)
Semiparametric inference in multivariate fractionally cointegrated systems ⋮ DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION ⋮ A comparison of semiparametric tests for fractional cointegration ⋮ An empirical method for assessing the research relevance gap ⋮ Determination of cointegrating rank in fractional systems.
Cites Work
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Unnamed Item
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