Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables
| Year of publication: |
1997
|
|---|---|
| Authors: | Choi, In ; Park, Joon Y. ; Yu, Byungchul |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 13.1997, 6, p. 850-876
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