On multicointegration

by Peter C.B. Phillips and Igor Kheifets

Year of publication:	2021
Authors:	Phillips, Peter C. B. ; Kheifets, Igor
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Cointegration \| HAR inference \| Integration \| Long run variance matrix \| Multicointegration \| Singularity \| Trend IV estimation \| Kointegration \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation

freely available

Full text |

More access options

cowles.yale.edu

ideas.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012807766

A service of the