A Simple Estimator of Cointegrating Vectors in Higher Order...

Econometrica 1993 / 07 Vol. 61; Iss. 4

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

Stock, James H., Watson, Mark W.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
61
Language:
english
Journal:
Econometrica
DOI:
10.2307/2951763
Date:
July, 1993
File:
PDF, 868 KB
english, 1993
Conversion to is in progress
Conversion to is failed