Cointegration in a historical perspective
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Publication:736567
DOI10.1016/j.jeconom.2010.03.025zbMath1431.62591OpenAlexW2106183036MaRDI QIDQ736567
Philip Hans Franses, Dick van Dijk, H. Peter Boswijk
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://dare.uva.nl/personal/pure/en/publications/cointegration-in-a-historical-perspective(6ca7587e-1863-4abc-ab87-560edead85e1).html
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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