Instrumental Variable Interpretation of Cointegration with...

Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration

Francesc Marmol, Alvaro Escribano and Felipe M. Aparicio
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Volume:
18
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3533643
Date:
June, 2002
File:
PDF, 2.47 MB
english, 2002
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