Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration
| Year of publication: |
2002
|
|---|---|
| Authors: | Marmol, Francesc ; Escribano, Alvaro ; Aparicio, Felipe M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 3, p. 646-672
|