A simple estimator of cointegrating vectors in higher order integrated systems
| Year of publication: |
1991
|
|---|---|
| Authors: | Stock, James H. ; Watson, Mark W. |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Money theory | Vector autoregression |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Econometrica, July 1993, v. 61, iss. 4, pp. 783-820 Number 91-3 |
| Source: |
Persistent link: https://www.econbiz.de/10005410915