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Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems.

Year of publication:
1995
Authors: Ng, S. ; Perron, P.
Institutions: Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Subject: UNIT ROOTS | COINTEGRATION
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Series:
Cahiers de recherche.
Type of publication: Book / Working Paper
Notes:
33 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005170686
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