Regression-based analysis of cointegration systems
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Publication:2346014
DOI10.1016/j.jeconom.2014.12.007zbMath1331.62469OpenAlexW2013206082MaRDI QIDQ2346014
Javier Hualde, Javier Gomez-Biscarri
Publication date: 29 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.12.007
cointegrating spaceJohansen's methodologyPhillips' triangular formregression-based cointegration testing
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items (1)
Cites Work
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