A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
| Year of publication: |
1993
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| Authors: | Stock, James H. ; Watson, Mark W. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 61.1993, 4, p. 783-820
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