On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
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Publication:4530906
DOI10.2307/2998544zbMath1008.62669OpenAlexW2170459238MaRDI QIDQ4530906
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2998544
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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